I tried quickly to recreate this, but was unsuccessful with a single fleet attacking a combined stack of a loaned and unloaned opponent. This is not quite what you have, but may show that allied stacks are defending properly.
However, I am wondering what the standing orders were for the GB and Russian fleets. Is it possible, that rather than being attacked by Spain and France, that the GB fleet intercepted the Spanish and French fleets, while the Russian fleet either opted not to intercept or did not intercept?
The log for the naval phase is quite poor, in that many things like intercept attempts and battles may be missing, so you might not know if GB tried to intercept France. You might have to ask the French player.
There is a potential problem with standing orders for fleets in stacks, in that not all fleets within a stack share the same standing orders. This can be very true for allied stacks and loaned fleets, when different players set different orders for their two stacks. Standing orders in the naval phase does need some examination. What happens when different fleets in the same stack have different orders?