Yes, I had made a dumping zone near the refuse pile inside my castle. I don't use the single pile dump thing because I don't get how it works and it is kind of an exploit anyhow.
Yes, I made a fresh stockpile set to accept everything and they still wouldn't pick it up. At first I figured the open stockpile thing was an issue. One of the items the caravan dropped was a caged raptor. I knew that I was being pretty specific with managing my stockpiles and still didn't have one for animals, so I added one. When that didn't work, I made a stockpile and just set everything on.
I have seen stuff like goblin corpses and their items be auto-forbid, but this stuff wasn't initially. I'm thinking it must be a bug because I still don't know how the caravan leader and one of my guys died. I just forbid/reclaimed because I searched and saw it as a suggestion.
There was like 5 fairly benign monsters in the area, Satyrs or something. I think they were around the top or right of the map and the caravan was coming in and died in the far bottom left. I know how to look at reports and announcements showing battles. There was none about this. The caravan announced arrival, then maybe 3 of my guys who were in a squad of 7-10 got into military appearance even though I didn't order them to and ran out toward the caravan. 1 of my guys died along with the caravan, and whenever whatever was over the two who didn't die just ran back and at some point became civilians. I didn't order them to be active or anything.
Anyhow, I quit this castle and will just pay attention when a caravan dies the next time. I will see how tweaking the settings works in this new game once some stuff dies.