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If you are having difficulty linking your Harbor to your Capital City, keep in mind that the area radius a city can have is 3 connective territories. If you have this harbor within that radius, try capturing another city nearby the owner to see if that helps.
Additionally, if you have troops stranded on an island and have linked everything but cannot get them off and have resources to send back, but do not have your Capital City linked to that location, you can also try capturing a city nearby, link it to your city, and build the harbor up and get your troops back using transport ships.
If you are still having issues linking other nearby cities, villages, Harbors, etc to your Capital City, let us know. We may ask permission to log into your account as a GM so that we can help determine the problem and see how to resolve it!