The Citadel

Every single time I marry her to someone the next day she comes back to my court unmarried and then proceeds to get the proposal again, I accept and then she goes and comes back. The only way I could solve this was by having her assassinated.

Was she widowed in any case?

Playing as Lord Layton of Oldtown, I've had this same issue with two of his daughters. Tywin Lannister repeatedly married the Mad Maid, but once I refused him, and he switched daughters. Each marriage also came with the usual prestige boost.

She was not widowed at any point no. I retried the same scenario and it happened again however this time I was able to solve it by offering her for marriage rather than just get offered marriages. That worked.

I've had this issue come up in both games I started. Once as Yohn Royce, the other as Rodrik Harlaw

In both instances a well-known storyline character asked to marry one of my daughters. As soon as she moved to their court, she moves straight back. The character would then re-propose and the loop would continue.

As said you can break it by rejecting the offer and marrying her off to someone else, or by instigating the wedding yourself.

Edit: both daughters were young and not widowed