In general, the pathfinding in LH has improved greatly, especially with the ability to see a path a unit will take. However, even with the improvements here there's a very good reason to add in waypoints for units (so click once for the first point, again for the second, etc.). Let me give an example:
I recently settled city. I wanted to send a unit there, but the default path that was generated sent my guy past some pretty nasty monsters. Instead, I would have loved to set a way point taking a longer route there. As a work around, I had to send my unit half-way, wait for it to arrive, and then choose the rest of the distance.
While it's feasible to do this on a small scale, coordinating lots of units to do this would be tiresome. It would also allow me to manually specify how I want my scouts to explore instead of having to keep clicking on them.
Could this feature be added, or does it already exist (and I just missed it)?