I created a custom Sovereign. When you click to move 1 square away or so, he/they move there then in a random direction.
The dropbox link has my save file; the incorrect movement is repeatable just load it and move him/them.
Will gladly send other files, let me know if you need other.
FYI This is the first time it happened, and with built-in Sovereigns it hasn't happened since.
Keep up the good work!
Update: Duh. Auto-explore turned on by accident. Sorry for post.