Ok, this one is old issue from War for Magic beta times. If you want to move unit/army to a tile that is occupied by caravan of another nation, you can't. However if you travel to some destination that is farther away and stop at the same tile with another nation's caravan because you ran out of moves, game will allow you to stay at the same tile with that caravan. So game mechanic allows for your armies to share same tile with another factions caravan, you just can't make it happen intentionally.

This gets worse in FE and FE LH. I had a economic treaty with another faction and a road was created going right through monster infected area. When I was clearing that area I wasn't able to move to monster lair because road was going right through that lair and caravan was right on that spot. So, I simply couldn't reach lair because of a silly caravan that was on that spot. I also had cases where I had to wait 3-4 turns before I could move my armies to some resource on the border I needed protecting and caravans kept blocking me. This gets to be a problem is there are monsters/enemies close by and those resources need protection.

To sum it up, caravans block you from moving where you want. It shouldn't be so. The problem may be in the fact that when you right click with your unit on a caravan you get either diplomatic (non hostile faction) or attack order (hostile faction). That is where the problem is. Right clicking on a caravan should move your unit to that location, not open diplomatic option and block your movement. You have lots of ways to open diplomacy screen with another empire, right clicking on a caravan with your unit selected should not be one of them.

Also, it would be very nice if we could move unit to another unit without merging them. For example, if I move a cavalry unit to my infantry unit they will merge into one unit having movement of the slowest unit (infanty). I want to be able to move cavalry to the same spot where infantry is without merging them into one unit and losing movement speed of cavalry on the next turn.