Hi guys, I've been busy but finally did some testing to see if I could reproduce this. Well, it seems to be some some sort of bug with the spotting system during bad weather.
During rain/snow/sandstorms, planes can't attack each other, and they normally can't spot each other or anything on the ground. Ground units can spot airplanes, however. I knew that you could still be 'intercepted' if you accidently moved through another unseen airplane or if you moved to a hex next to it. This shows the plane you bumped into although you shouldn't be able to spot it with your aircraft. This seems to be a moment that the spotting isn't updated correctly, but it might be necessary game-wise to prevent two airplanes occupying the same hex or something, I don't know.
But if you wait another turn, that plane you bumped into turns invisble again if it is outside spotting range. Because your plane shouldn't be able to spot them, the aircraft dissappears from view. It should still be visible to ground units, so it won't dissappear when a ground unit is in spotting range. OK, but I have noticed something buggy when I replicated your situation (surrounding an airplane during bad weather)
1. If a surrounded airplane can't spot the planes next to it, it can move through them, but it will be stopped by any air unit it moves through that is next along its path. So any unit directly next to it is ignored, but anything more than one hex away will stop it again. I placed a ring of planes around a fighter, I could freely move through it unless I placed another bigger ring around it, it was stopped by those again.
2. Suppose one of your planes is surrounded, and you can see the other aircraft with one of your ground units, you cannot move through them. But if you move the ground unit away, the next turn the spotting is updated an even if your plane is still surrounded they won't be visible anymore, and you can move. So if you want to prevent a surounded AI plane from escaping, make sure the AI can spot all your planes with its own units. Vice versa, if you need to escape you need to move your ground unit out of spotting range (during bad weather spotting is 1 for ground units, so its easy to estimate).
BTW, I'm making a list of all weird things/possible bugs I encounter, and this one wasn't on it, so thanks for reporting. Actually I'm surprised that some other things haven't been reported yet, there are other weird things out there, some are only when using mods, though.
Things I found:
1. 'Unexpected encounter' works odd when there is an escorting fighter; if the unit that you encounter is a fighter-bomber with a non-passive air attack (like a Bf110), an escorting fighter will fire at you as well! But escorts do nothing if you encounter a normal bomber. So getting bounced by escorted Bf-110s is very dangerous and results in a double attack, but get bounced by an escorted Stuka and nothing happens...
2. Normally if you bomb a ground target in cloudy weather, you attack with halved strength and AA fires with half strength as well. This works OK, but air combat with interceptors is still done with full strength, so any suppressing hits are applied to the full strength of the bomber. But when the bomber then attacks the ground target (with halved attacks due to clouds) something is not quite right: I assumed the total number of suppressed strength was halved as well, but it seems all suppressing hits are counted against the already halved number of bombing attacks. This is not really a bug but I finally understood why bombing under these circumstances (cloudy, protective fighter next to target) seemed to produce so little effect.
3. One that only happens with mods: If you attack a submarine with an airplane, if the sub can fire back the plane doesn't use its Ground Defense but its Close Defense!