Well I just saw the fortress in mountains, so it was my thought. Btw, using NONE caravan is dangerous, "trade route" with the city number -1 (or 255?) will write byte in memory beyond the bounds of city list and I have no idea where and what game stores at this memory address. Normally there's should be absolute no way for you to get NONE caravan.
EDIT: well, not every memory violation create visible problems or crashes the game. And if offset is -1, then this memory area is not saved in save file, there's no any detected variables from save file here. And no any known variables whatsoever, I have no idea what is stored here (if anything).