It sounds like the Caravan and Trade Ship units are supposed to go back and forth.Caravan - creates overland trade route
Trade Ship - creates overseas trade route
If it becomes tedious and something that will become automated, then I hope they improve the AI pathfinding.
Also, I hope that both units (but especially Caravans) have the ability to pass through other friendly units. Right now, civilian units can't go through neutral or friendly units, which makes it a pain to navigate through the territory of city states or other AI's. Since Caravans will likely be using roads, it would really be essential to be able to move through other units (like how military units normally can).