I'd be staggered if this hadn't been suggested before (but I wasn't sure what to search for to find any previous posts so my apologies if this has already been brought up) and I'm actually pretty amazed it's not in the game already...
What I would like is for units on the strategic map to have a line drawn between them and the tile you've ordered them to go to showing their intended path. This way if you're zoomed in on the unit (so as you can't immediately see a distant location you've commanded them to go to) you'll still at least always have an indication of what direction you've got them heading. Also on a broader strategic level you'll be able to check the path finding of your units ahead of time to make sure that they're not about to wander somewhere they shouldn't in order to get to the place you want them. If I recall correctly even MoM had a version of this with little boot markers on the map.. so it's not a huge innovation or anything, but I personally really miss it when it's not there
As an addendum to this (which to be honest could already be in the game and I'm just not aware of it) it would also be nice to be able to set waypoints for your units so that if you do realise their default pathing is going to take them somewhere silly you can sort it out right then and there rather than having to micromanage them every turn from then on until they get to where they're supposed to be.
Thanks very much