This will get integrated into VP eventually. Requires VP 2.6 or later.
Link/Unlink Units (Hotkey L):
Units on the same tile can be linked, allowing them to be moved together with a single move order. Basically the "escort formation" feature from Civ6...
I tried to capture enemy settlers by my warrior who was escorting another settler unit. Captured unit just vanished without the usual popup. I tried again from autosave and breaking the formation before capturing and it worked as usual. I declared war whilst capturing.
If this worked, it might...