The Aristocrats/clergy who do not belong to your religion will be removed if and only if your casus belli was Holy War. That will remove all heathens from your nice conquered territories, allowing you to plant aristocrats/clergy who are followers of the same religion as you.
As you stated, your casus belli was "Conquest as a Claimant", as a result you only got the duchy.
When the game starts, it warns you that "Choose your Casus Belli Wisely".
This is how claim wars work:
The possible outcomes are:
- Upon winning a claim war you will gain the title and you'll gain 100 prestige.
- If it ends in a stalemate you'll lose 100 prestige
- If it ends in loss, the claim will be lost in addition to 200 prestige.
As to how did you get a barony somehow, I suspect you had a claim on the barony as well and pressed all your claims against the defender. You couldn't have had fabricated it since Chancellors can only fabricate claims on counties (Thereby giving you a claim on capital barony of the county technically). So one of these might be true:
- You had a claim on county as well and chose "Press all claims" against the defender. Result was you gaining both the duchy and the county (The capital barony technically although it will show up as a county).
- You fabricated claim on the duchy but had inherited a claim on the barony by blood. That is only possible if you are descended from a Muslim claimant of that barony or some other holder of that barony who may have lost his/her title to Muslims, making him/her landless and giving them a strong inheritable claim. Then you pressed all claims and got both duchy and barony.