I'm afraid I don't have any steps to reproduce this bug (though I can provide a saved game or two if you want one), but the screenshot attached wasn't faked or set up in any way - there's a landlocked lake that has been entirely surrounded by my territory for 2000 years or so, and an Aztec Caravel has just moved out of my city (which has no access to the ocean proper) into the middle of it. I really don't know what happened there, but I doubt it should have. 
I do have an Open Borders agreement with them, (and anyway it's a Caravel), so the move would be legal if the Caravel had any way to get into my city in the first place, but as far as I can see it shouldn't have been able to.

I do have an Open Borders agreement with them, (and anyway it's a Caravel), so the move would be legal if the Caravel had any way to get into my city in the first place, but as far as I can see it shouldn't have been able to.