I did, and it worked as it should, (game 42802580), but:
With Way of the Turtle and Prince there is a way to shoot yourself in the foot that I didn't think about before:
Each time you play the Princed card, the game asks you if you want to Turtle the card. And since you Turtled the Prince, the first time you play the Princed card is immediaetly after you set it aside (maybe there are other "At start of turn" effects, like other Turtled cards, then you can can choose the order).
So possibly you where asked how you want to play the Turtled Prince, this turn you decided to actually play it, you selected the Market Square to set aside, then where immediately asked how you want to play the Market Square (normal or using Turtle), which may have been a suprise and you clicked "Turtle" for whatever reason.
If you Turtle a Princed card, Prince will loose track of it, and Prince will not play it again. Maybe that is what happened, at least it seems plausible.