2) Caravan indicates which direction it wishes to leave the map by.
OK, I have nice ideas to help with the caravan stuff. I am inspired by my study of early North European trading towns.
1. There must be a clear road and waterway to the site of merchants. This can be painted (like we paint burrows) in with a 6+ tile wide road / waterway (or 3+ for one way rout). The Merchant will complain if the road is not good in relation to the amount of trade that is happening.
2. Lots, I paint merchant lots where the merchant can build his shop / tent / house, (if we go with the old Frisian trading town lots, then we have a refuse pile at the back of the house / tent, then storage room, then facing the street we have a workshop with sleeping quarters on top). The lots can be of different sizes, then the merchants can trade them among them selves.
3. The merchant in the merchant town would then be in contact with the caravan leaders and prepare stockpiles of what they order, trading with your fort for what they need for there stockpiles. The fort can order whatever in whatever quantities from the merchant town, and the merchants would then go about sending the orders all over the world trying to build the right stockpiles, like (give me 15 steel-bars every month) // or (15 barrels of unicorn blood every year).
4. The merchant town could even be offside and base its existence on the trade with the fort, like the human city of Dale from the JRRT Hobbit is for the Dwarf settlement of The Kingdom under the mountain.