I like the idea of different types of "caravans" arriving, and having a diplomatic envoy would be a very nice permutation of the basic Trade wagon.
If I could add a few ideas to this?
4. An actual *band* wagon, or in other words, a Medieval minstrel-show, that could arrive at your Fortress and trade it's services (giving good thoughts/moods-as well as some goods, and possibly songs, and training with musical instruments, in exchange for goods, maybe this could also double as something like a postal service? And it could also possibly do something to spread the reputation and increase the fame of your Fortress and it's inhabitants, which might at some point be mechanically (or just thematically) advantageous, and would also be very medievally thematic. Reputation was very important back then, and it was also harder to spread, because of the limitations on travel.).
Subforms of this "band wagon" could include the "traveling medicine show" and the "grassroots revival". These would be identical to the basic minstrel show, but with the addition of a Physician Noble (who may or may not be a total quack) for the medicine show, and with the addition of an evangelical priest, for the grassroots revival.
Goods could include dubious "medicine"-which could often mostly consist of alchohol, but might occasionally be efficacious-(in the case of a traveling medicine show), religious memorabilia-often fake, or cheaply made, but occasionally spiritually potent-(for the grassroots revival), musical instruments, and various exotic goods/toys.
Services could possibly extend to hiring on minstrels over long periods of time, medical services, or having your Fortress be blessed/converted/baptised to the "new religion".
5. A traveling circus. This would be somewhat similar to the minstrel show, in that it would mostly trade entertainment services, with a few goods and possibly some training. It also could include a "sideshow", which might buy and sell exotic animals, and possibly caged critters as well. Children might occasionally run away with the circus, and entertainers might be hired by the Fortress, either long-term, or for special events. The circus could be overseen by a Dungeon Master Noble (who would be able to tame exotic critters).
It might (probably rarely) be possible to purchase exotic critters from a traveling circus that have the PET tag, that otherwise wouldn't be able to become pets. So you might have the opportunity to purchase a pet bear, or even a pet elephant, from the circus.