Provinces With Castles

[Chazar]

In addition to the aforementioned, there is the "move and patrol" command (also explained in the manual somewhere ) to tell units which are currently moving into a province with a fortress to defend that province immediately instead of retreating into the castle walls in the case of an attack.

[tinkthank]

In other words, there is no way to research and defend at the same time. You will need to set to "patrol" or else they are behind the castle walls.