I'd like a menu in the city management screens somewhere where you could choose two cities and click "build road" and then design the layout of the road pathway between them, and queue that road for a small production in the build queues of both cities (Just something in the 2-4 turn range, depending on road length). Maybe only if you have a path of governor hero in one of the cities or something.

This is exactly the CivRev model, which is a pretty good way of doing things.  Except in CivRev, roads are just bought with gold.  Build queue also works though, and can be rushed so that might even be a better option.  There's just a lot of competition for city build queues.  Maybe that's a good thing for strategy, however.