You will have to repair all the structures in the province to be able to cancel the unit under construction.
This is the only way as of now.
If I capture a city where the enemy were producing a unit, and damage some of thr buildings which are needed for completiion, I have the message in the city's production display
"Stalled due to destroyed building: {building name}"
There is no option to cancel production altogether, as with normal production, if I don't want to pay the cost of completing the building but do want the production slot for something else.
You will have to repair all the structures in the province to be able to cancel the unit under construction.
This is the only way as of now.
They already said it in another post... it is a bug and will be solved... soon or later 
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