Indeed Staggy Stagg, what you have described happened to me twice, below is a snapshot of one of them:
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And the player i sold looks like this:
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This happened to me 2 times, and the only link between the 2 cases is that I tried to sell the 2 players many time, over and over, and 1 day they were sold to these "Ghost teams".

@ Staggy Stagg: How many times you were trying to sell your player?