Only the ruler can create new duchies or appoint new dukes, so no you couldn't have claimed dukeship without rulership.
Also the fact that your margrave doesn't matter, you can become duke without any lordship position.
Duchies work as entities within a realm, a duke is the ruler of that entity, its not a super lordship position or something.
Dukes rule over duchies like rulers over realms, they can appoint nobles to vacant lordship positions and secede the duchy from the realm to form a new realm or changer allegiance to another realm.
If you have more questions you can also try the chat, alot more activity.