He attacks you in an event war, just like you attacked your former liege. The Duke you just dethroned his the son-in-law of Luis de Armas, king of Sierra Madre. You get a claim on EL Paso and the Duchy, you get some spawned troops, and you rebel. The event chain is pretty normal in the beginning. There are just a couple of weirdness with it. Since he's an obvious reference to the historical Pelayo, the Spanish knight, he has a bunch of events related to taking over the Ducky and then pushing back an invasion from Sierra Madre. Don Pelayo is a count under the Duke of Transpecos.