You can't build a shipyard at a planet, if that planet is already assigned to a shipyard.  You have to manually remove that planet from its currently assigned shipyard. Not sure why they coded it this way for Crusade.

I have a huge galaxy with lots of planets and shipyards.

I can't build a shipyard because I guess it is already sponsoring one somewhere.

How do I figure out which shipyard without spending 20 minutes opening every shipyard and editing the sponsors?

Wouldn't it make more sense to have the option to build a shipyard but have it warn me that doing so will take it away from the shipyard it is sponsoring or that the shipyard would be built without a sponsor?

Thanks, tried that but it is difficult to track across a big galaxy. I just ended up opening the shipyards one by one.