Playing with all civs enabled, first Autumn got both Dwarf and Vampire caravans. When the Vamp caravan left the screen (after trading), every item they carried popped up as an alert, "A thief has stolen a....!"
Yeah, that is just something that happens if the people you are trading with are skulking thieves. Happens every time with kobolds when I play them. You just kinda get used to it. I beleive its just something due to the tags they have, that even if they are friendly, whenever they leave the screen the are considered 'stealing' the item. Been around for a long time iirc.
Oh, and the races from Werebeasts down to necromancers, are still quite buggy overall. Why they are automatically off when you start. I think they KINDA work, but some very weird things can happen when you have them active.