I'm not sure what can be done aside from biding your time and ruining them later in the age, but you have my sympathies. I'd offer more than sympathies, but I'm in war myself.
Anyone who claims that they're "not a bully nor try to be", while at the same time hitting into a war, clearly lacks any concept of the word "bully". Out of sheer petulance I'd refuse to CF, but it doesn't look like the war is going well (which is normal when you're fighting two kingdoms) so prudence would suggest to offer a CF to get them to go away for now.
Perhaps after the war you could team up with your current war target and pay them a visit? It completely ruins the pleasure of a war win for me when my opponent is being targeted from the outside. It might be that your current opponents feel the same way.
Good luck to you and yours.