I've manage to find a repeatable crash when I attempt to establish a trade route using a caravan with a particularly odd 'birth'.  In the image below, I trained the caravan in the northern city, and when I commanded it to leave the city, heading to the southern city to establish the trade route, it jumped the mountains.  When I attempt to create the trade route with the caravan, the game will crash at the end of the turn.

Obviously the caravan shouldn't have exited at the city at the location it did, and I think the trade route crash may be caused by its unfortunate birth, as I have other trade routes established (as you can see in the lower right of the image).

As an aside, the current way travel is handled encourages cities to be built like roads...  I don't think the mechanic is there yet.