When I try to buy a player that is loanned to my squad (he is also for sale), the 30 player limit message comes up.
Also, when I had 29 players and I was bidding on a player, when I tried to change something in the bid, the message also came up.
It is as if the game didnt realise that it is THE SAME PLAYER.

Exactly, the game didn’t realise it is the same player. Thanks for reporting!