I am not a veteran in this game so I am not sure if someone has already suggested this before. I searched the forum but found nothing similar, so here it goes:
What if groups of goblins could hijack trading caravans, hided inside and forced the dwarves/humans to pretend nothing happened? Or maybe snatchers could hide inside the merchandise without even alarming the dwarves/humans conducting the caravan.
Doing this they could be taken inside your fortress easily and make a surprise attack/kidnapping, making your moats, bridges and fortifications useless. In the case of snatchers, maybe they could drop off the caravan even before it enters the depot and wait for an opportunity. Of course, for this to be possible, a remedy should also be available. Maybe the guards of the fortress, or even the squads, could have a new function, that is, to inspect the wagon/caravan before authorizing the wagon to enter. The hiding goblins would be spotted or not according to some ability that would have to be created (inspection, perhaps?). If the bridge would be risen every time a caravan arrives so that the inspection could be made safely outside would be left up to the player. This would be recommended because if the goblins were spotted, they would automatically leave their "hiding spots" and start attacking. If you did this with the bridge lowered.... well, you know what happens.