Flying unit retreat

[Saxon]

A quick questions for you all. I thought I had killed an enemy pretender, a flying blue dragon. Two turns later, he appears outside the gates of his former capital, which I had captured the turn before.

Would the AI have recalled him so fast? Would he appear outside the gates like that? Did he possibly just retreat and then come home to annoy me?

Finally, and most important, if I attack him while I have all the surrounding provinces, can a winged unit retreat to a friendly province father away? I would like to kill him off sooner rather than later, as a dragon pretender can do a fair amount of damage all by himself.