This happened to me multiple times on a Ludicrous game that I have recently finished. The AI conquered one of my planets so I ended up with an Orphaned Shipyard which prompts you to do something before you end the turn. I opened the shipyard screen and confirmed that "I am OK with 0 sponsors on this shipyard" then at first the prompt went away but it comes back again before the end of the turn and it does not go away anymore. The only way I found to continue the game was to decommission the offending shipyard (I assume I could also put a sponsor on it but the point is there were no adequate sponsors for it, it would have been a waste of resources to point some faraway planet to it). This happened on multiple planets/shipyards.
Fortunately, shipyards are cheap to rebuild when I have reconquered the planet so it's not the end of the world but it is clearly an annoying bug.
I have saved the game when this happened, the save game is shared here from my OneDrive https://1drv.ms/u/s!Atgrn8AhQqXSgpUpjnNU1aLA-60QaQ?e=8QyxGf