I don't have any idea what to do and there aren't any causus belli actions avalible.
You have a few options:
- Find out who imprisoned her. Go to their diplomacy screen and see if you can request prisoner release. In this case you will have to pay her ransom. If the button is not there then this option is not available (I am not sure what exactly are the conditions under which it appears). If they would not accept then butter them up first with a gift and/or by sending your chancellor.
- If the above is not possible, send her some money. The AI has an event where it offers to the captor to pay ransom for themselves in exchange for release. However, this event will only fire if she has the money for the ransom. If she is a duchess, the ransom might be around 200.
- Finally, if you are unable to secure her release you might be better off getting a divorce and finding another wife. Whether it is good to go for this option depends on your age, the age of your wife (will she still bear children if you get her out?) and how badly you want your potential future son to inherit her claims.
Also, I believe you are not able to declare any kind of war on captors of close relatives.