Someone else's unit is stationed in one of my enemy province. Although I have defeated all of my enemy units, I can't take this one province. I can't end the war because of this and it hurts my other provinces' morale.
Looking at the screenshot it is s1914? not suppramcy1?
Anyway. Yes, your observation is correct, the other player probably has share map with your enemy, and is preventing you from capturing the capital. So either make him move away or declare war and take out his troops by force.