Yeah I can't figure it out either...
I think I have the stupid

I have the stupid too, I can't figure it out

Same, I can make a normal one but nothing with vehicles

I don't know either, car aren't showing in the list when making a standard a caravan and I don't have any other buttons

Are we stupid?

To use vehicles you need to use diffrent option. Click on your settlement on the map, ther should be option "vehicle caravan"

What about forming one? for me whenever i do it apparently they dont access to the North side of the map which they do and should. Idk if its due to it being in the side of the mountain or what