Okay, so I've found out that horses are great for caravan routes. Not that it's a 100% guarantee of not being stolen from but it removes the possibility of being stalked to be stolen from on multiple occasions (unless they just continue to follow you over and over, which could get rather annoying).
But I've recently purchased an interior for my traders caravan which is f'in AWESOME!!

So.. Which leads me to want to make a suggestion for caravans with interiors and the ability to still continue using horses (for the sections that you must walk). I'd like to suggest the ability for a Trader to tie his/her own horse to their caravan.


Example:
Brazz ties a white horse to a well-made caravan.
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Brazz opens the door of the well-made caravan and climbs inside.

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A compact and well-made caravan with a bright white canvas top came through the Northeast Gate.
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A white horse arrives, following a well-made caravan.
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The well-made caravan moves north.
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A white horse moves north, following a well-made caravan.

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Brazz opens the door of the caravan and climbs outside.
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Brazz unties a white horse from a well-made caravan.
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Brazz leaps up onto his horse bareback.
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A white horse walks north with Brazz riding bareback on the animal.
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The well-made caravan went north, following Brazz.