Alternatively, did there USED to be a ship undegoing overhaul/refit/repair in this fleet that you transferred out?
I have done this a number of times ( ie ordered a refit, then suddenly realised I need the other ships in the fleet somewhere else so moved the refitting ship to another fleet eg HomeFleetShipyard).
The refit order unfortunatly stays with the fleet where the ship was when the refit/repair/overhaul was requested, so when you ask that fleet to go somewhere you get the "Shipyard Task related to Fleet" message. Solution is to move all the ships into a new fleet, then delete the old one, or merge it with the fleet where the refitting ship is now (you will get another error message when you do this but it will let you).