I have a bunch of spiders in my most recent game near my home cities.  They started killing my caravans, so I built up soldiers in each city.  The spiders just avoided the cities and continued to kill my caravans, so I took my soldiers and chased the spiders.  The problem is the spiders are just as fast as my soldiers and so they just run away and still can attack my caravans as my defense can't get to them.  

This is frustrating, but not neccesarily a bad game mechanic.  In fact I kind of like it, but I would like some options to try to counteract the bandits preying on my trade routes. 

The first idea is to make an option to have soldiers patrol the roads.  Bandits could still attack caravans on the road, but soldiers automatically engage any hostile unit near the roads to make them safer.  They would chase after them until they are sufficiently far from the road, then go back to patrolling (if they catch them, they would of course engage).  If the road is long, the trek would still be dangerous as the soldiers take longer to patrol the road.  If it is short, then it would be less dangerous, as the soldiers could patrol the entire road in a shorter period of time.

The second idea is to allow the user to assign soldiers to escort caravans.  This would be more of a resource drain as you would need more soldiers to escort each individual caravan, or the caravans would leave at less frequent intervals as they wait for the next available soldier to escort them.

I would prefer to have both options available.  Perhaps there are some better options as well.