Currently, there's no repercussion for declaring war on someone else's subjugated race. That war is going to impact on the master's income, so at the very least, the master should be notified. As it stands, you don't know unless you explicitly look in your subjugated race's diplomacy list.
As a corollary, subjugated races shouldn't be able to declare war unless they get permission from their master - or at the very least, informing them. Again, the problem is the same as above.
Yes, that should harm relations, I mean when someone goes to war against a subjugated-by-other race as you say. When an AI does that to your subjugated race there is no much of problem however (you know, or at least you must check the diplo screen. I do that a lot BTW). If that happens between AI races they should get more angry with each other. Maybe they become, we just don't see it.
That's a complain I have right there. Currently we don't know what other races think of each other besides the normal Angry, War, Friendly modifiers. Perhaps an intelligence act could reveal those relations, I mean the ones between other empires. I felt that need once or twice. And I agree with you that there should be diplo warnings. "Race X declared war on race Y". So easy to do, so necessary.
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