In order to safely retreat from combat, your units need to reach the border of the screen. Anyone who is not on the border is left behind and dies.
You can cancel contracts/quests. There are currently no downsides to doing that, but reputation penalties are a future deterrent to repeatedly doing it.
The difficulty with giving the player cavalry is that they don’t easily slot into the combat, mechanical or art wise. Some mounted units are planned for the Goblin faction (wolfriders), but those will be nowhere near the size and power of actual cavalry.
Ships and sailing might get picked for a hypothetical expansion. So that’s a maybe, but in no way a certainty. ;)
It doesn’t? I’ve heard something like that before. You should check the bug section or post in it for advise. They can help you if you add some documentation on what goes wrong.
1 It’s more about them not fitting smoothly into the gameplay and art design, because there is no equivalent to compare them to. They just don’t mesh well with kind of combat that they have now.
10 That’s pretty much what I meant actually. Modding the game, by switching the properties of an AI controlled company with those of a player company from a different save file. Should be easy enough to figure out once people start fiddling around with the finished game. :)