Something I've found very annoying is that my ships seems to "auto-group". For example, I have a caravel and a frigate in a colony. I fill the caravel with cargo and send it back to europe. Then my frigate mysteriously disappears for several turns. Finally, I find it frozen at the europe sea squares. Somehow it was glued to the caravel and then left behind when the caravel went to europe. It also was fortified or something, because I had to mark it manually to get it to move. Same thing happened when I bought a new ship and it accidently appeared on the same tile as a ship that was sailing to Europe. Anyway, this is very annoying. I don't want my warships to automatically guard my cargo ships and evenually get left behind when the cargo ships sail to Europe.