I notice this too.
Its just caravan self-preservation instinct.
They try to avoid danger and move around it.
I have similar situation. The caravan move backward then try to move trough mountains but after moment it come back to road.
Just Pay attention to the escorted caravan.
![null](http://4.ii.gl/JTPLZ7yOE.jpg)
Bonus pic of 4 my guys(3 militia men plus one hunter) fighting lonely fight against overwhelming number of bloodthirsty savege orcs.