Did you know about the trick where you can just right-click the tile you want a unit to ultimately end up at and they'll move toward there automatically without you having to order them every turn? (Sorry if that's a crappy description but I don't think it has any sort of title.) That helps out a bunch and it sounds like you might not be using it. If you've been methodically moving 20 embarked units one-by-one across huge oceans then I'm not surprised that turns take so long.
The problem with multi-turn unit pathing is two-fold:
- If any other unit (whether your unit or an AI or CS unit) moves onto your selected destination tile at any time during your unit's journey, the path is broken and your unit needs to be given new instructions
- That would be neither here nor there if there was a way to tell what your unit's prior destination was, or that a selected destination is also a destination for another one of your units, but there is not.