I've often thought it would be an interesting game to be in the wagon as it travelled to the embark, the dwarves eating on rations and maybe scavenging some others along the way, defending it against various hazards and either building or smoothing a road in front of it so it can get to its destination. You can do this a little in adventurer's mode, but The trouble is that there are no wagons that can move stuff from point A to point B other than minecarts (which are 1x1, not 3x3).
So there's a way to get wagons to spawn in an edge location of your choice, if you make the map unable to spawn the caravan wagons anywhere else (I tend to use pillar walls set up every three spaces, with only a double space between them.) Here's the idea I've had:
Suppose I set up a target for an embark, then use a series of embarks to make roads/tunnels/bridges, ect... to get them there? The trick is that in each map, the caravan wagon will have to spawn in the exact place it would have spawned in, if it had rolled out of town and towards that embark location. by putting the Depot over on the other side of the map, the wagon will then have to make its way over to it. I count how many tiles the road is from the top or left and in the next embark, then retire the completed embark and set up a new one adjacent to it. The original seven all are nicknamed and I make sure none of them hold noble positions, so when they "emigrate" to the new site, we treat them as just the original wagon crew passing through a new section of map. Of course, that means that there is a chance one of them might die along the way. If so, I'll just play it as one of the tragedies that can happen on a long journey. Of course, in the space of several embarks, the dwarves may get married, gain skills, gain injuries, and so on. The journey may take years to reach the embark site, so that each embark might need to supplement the food and drink that the next embark gets to bring along. Following a stream may not need to replenish the alcohol, but a long stint across the desert will need some serious liquid fortification. What is available at a previous site is what makes it to the next one's supplies brought along. To that end, there will be no broker chosen and no caravan interaction other than getting it to path from one spot to the other side of the map. Unless the journey passes by a town with a market, the dwarves have to be self sufficient.
The other sets of seven will become the population of dwarves who might be travelling behind or with the caravan, hillocks dwellers and mercenaries that the original seven accumulate along their journey, and the greatest of whom might replace a fallen member of the original seven. This experiment will either end in a total wipe: the original seven are slain and thier journey come to naught, or a surviving crew makes it to the final embark site and begins building the high ramparts of a Dwarven Fortress.