I know the plague of level 2 spiders attacking caravans is a temporary beta thing, but if caravans are going to be attackable and strategically important, it should be easy to defend them as well.
Option 1: Caravans are automatically upgraded to have the best weapon tech you have available at the time.
Option 2: Unit(s) can be assigned to guard a particular caravan route and will travel automatically with the caravan to defend it. If caravans become part of interplayer trading, a dialogue should automatically pop up when a trade is agreed upon giving you the option to assign caravan guards.
Option 3: Armed caravans are a researchable technology. The higher you research, the better your caravans defend themselves.