I've had this happen a few times now, a caravan will come but the traders won't have enough food with them and when they try to leave, the caravan leader takes a different path out of the math than the rest of the caravan. This appears to prevent them from regrouping so the caravan starves/freezes to death.

From what I can tell it's not pushing any warnings or errors. Unfortunately my save is also slightly (very) modded. What's interesting is that it only occurs with the walkblem traders.