A lot of times, vassal inheritance warnings occur when you have gavelkind and stuff is about explode.
In this case, it would seem that your d'Empuries count is an inheritor to a duchy from a different kingdom. As he would be gaining a higher title in a kingdom independent from yours, he would take the duchy title as his highest title, and the county that he has in YOUR kingdom will go with him to this other kingdom.
Theres a couple ways you can deal with this. The most straightforward is to take the tyranny hit and revoke the title from him. Hed still inherit his duchy in the other kingdom, but he wont take your county with him, hed just leave your court to be a duke over there.
You can also plot to kill him/imprison and then execute him. Obviously his swiftly cooling corpse will no longer have a hold on your county title. The possible issue with this is that he may have a child who would inherit the county, and that child might also be the heir to that other duchy. You may have to "cleanse" that entire family branch. This would have my vote as the most fun option.
A third option if you have a spare duchy is to land him as a duke in your own kingdom. Because he is already a duke then, i.e. not gaining a higher title through inheritance, he would actually take that outside duchy when he inherits and bring it in to your kingdom, instead. Now, since you seem new, be aware that option 3 here only works if you are actually a king rank. If youre only a duke yourself, giving him a duchy will make him independent, since equal titles cannot hold each other in vassalage. If you are a king however, this option is a super easy and fairly uncommon way to bring in new land with precisely zero effort. Be warned, the newly crowned duke will have two duchies and actually be fairly powerful because of it, so youll need to keep an eye on him in the future.
Option 4 is a bit of a stretch, but if you can, you can also change your crown laws to disallow foreign inheritance. To my knowledge, this should prevent him from taking your county with him. Im not super clear on how that crown law works though so maybe dont trust me on this one.
Id go with option 2. Nothing more invigorating than washing an entire county in the blood of a poor family whose only crime was to have landed inheritance headed their way. Except perhaps xwedodah.