I suggest giving the hero the ability to "hide" in his caravan.
But what's the point?
A caravan is not a Sanctuary; you can't hide from enemies, they will still attack.
A caravan doesn't have siege towers or walls, so it won't improve its defense.
If you just need to combine troops, the hero can already recruit them from the caravan.
If the hero needs to get to a town, he can go there on his own; he might even get there faster.
It would also be nice if they made a travel spell, like "snowstorm," that would cover the road in snow in a certain (small) area of the map, making it difficult for the enemy to move for a day or two.
I don't know about the spell, but an object that will cause a snow avalanche to block the road would definitely be interesting – it was shown in the video.