If I am not mistaken and things have not changed to dramatically recently, the only airway I know from FYROM into BG is the low level tranist route from Skopje to Sofia, only used for flights between these 2 airports.
However, I do recall that both Bulgaria and Serbia require overflight permits and I have been requested the numbers of such permits before on ATC when entering either country. I do recall one instance where the Serbian ATC had lost our overflight permit number and therefore turned us back into Hungary and home eventually due to that. I am fairly confident that this has not changed in the mean time, so you still need overflight permits for these countries.
If the CSA did not have it, then came in on an unfiled routing, then refused to obey the instructions of Sofia Control, all of this in combination probably overstepped the tolerance level available to the ATC involved, and the "offer" of a fighter escort, probably to the nearest airport for a lenghty interview, would seem a possible consequence.
Any flight plan filed this way would probably have been rejected on filing, so I rekon it is more likely that the plane in question were doing a bit of a detour intentionally and thought they get away with it. Wrong assumption on their part by the looks of it.
Best regards
AN2 Driver