I've encountered this first when playing as Ulus of Tolui: After I settled at Merv, my capital became Gorgan upon capturing the latter. Trying the 'Change Capital' button at Merv didn't help, so I tested this for various scenarios with Ulus of Tolui, Ulus of Jochi and Cuman-Kipchak Confederacy. It seems that Gorgan, Saqsin and Sharukan, respectively, are fixed as capitals for these factions. Is it possible that this can be changed, or the migration mechanics of the game don't allow it?

Thanks to the devs for the amazing scripting work they've done and thanks in advance for any help!