First of all, as a public service:
The comprehensive guide to using multiple active depots for trading
Don't.
Thank you for reading this public service announcement.
With that out of the way,
I've ended up doing another bit of multiple-depot science recently, unvoluntarily: got yet another caravan gridlock when the humans started leaving the exact moment the third or so dwarven wagon tried to enter the depot. In order to avoid the massive nuisance of a broken wagon - either unloading a ton of shit on me i'd painfully dragged in so the humies would relieve me of it, or showering me with dumb dwarven garbage and preventing any exports this autumn - i bit the bullet and built a second depot because
1. you can untangle caravans by offering an _alternative depot_ and _forbidding the 'original'_. Wagons and especially traders on foot will absolutely not re-path if you don't forbid the first depot they were aiming for.
This worked properly, as per usual. However, there was a slight problem because
2. if any traders have actually arrived at the first depot before you diverted them, they will leave their junk at the old depot. They will not pick it up to bring to the new.
Consequently
3. you'll need to hold two separate trading sessions, one at each depot, if you want to have a chance at all items the caravan brought. You can split the export goods between the two depots, thankfully.
4. You'll need to juggle depot forbiddings to collect and redirect the partial groups. Of note is that traders on foot _always_ path to the oldest unforbidden depot on the map - they will leave a 'younger' depot the moment you unforbid an 'older' one. The oldest unforbidden depot check will happily target unreachable depots: only age and forbidden status are checked, if the oldest depot is unreachable, traders on foot will freeze completely, even in the presence of a dozen reachable depots. Wagons will path to the depot they aimed for and remain there, opening up older depots will not redirect them. They can only be shifted by forbidding the depot they're sitting in (while offering a wagon-viable path to another depot).
Remember that
5. depot default settings are not global, they're defined individually for each depot, which means you'll have to re-set "anyone may trade" on the new depot.
Getting the scatterbrained loonies to trade is only half the battle. The other half is getting them to actually pick their shit up again and not gift you half the garbage you didn't want or sold them.
6. Caravans observe some kind of order in picking up their goods again, probably from first unpacked to last, and presumably stuff they brought onto the map has to go back on the wagon/animal it came from. This means that if the first items unloaded came from a wagon that made it to the older and later blocked depot, you'll need to redirect the entire caravan to the older depot via forbidding the new and re-opening the old, or the caravan will sit around stupidly without even beginning to pick up their goods.
7. Once a caravan has collected all their goods from the depot they're in, they tend to go into full "ready to leave" mode and _may_ fail to pick up the stuff they have in the other depot. I got lucky this time around, after a few days of random standing around in the depot, they made their way to the second depot and cleared it out as well, but i've ended up with half the caravan's stuff on my hands more than once despite my best efforts. This time, i had blocked all exits in hopes of encouraging them to get their belongings instead of running off half-cocked, but they first didn't budge and went to the second depot _after_ i had lowered the exit bridge...
I'm not complaining but am really confused how picking up of stuff in split depots works. Anyway, to finish,
8. remember to demolish your secondary depot. Those things may help avoiding trade failures sometimes, but they misbehave in very strange ways and are just an invitation for follow-up cockups if you don't take them down once they've done their job.
9. Of course, the best approach to double depots is to never ever use them. Double depots are annoying and bug-riddled, the game just doesn't expect multiple depots and handles them very poorly.