Perhaps it's because I choose a 2X2 area? Do you think that in a bigger area the caravan will not spawn on top of each other?
1) Create a scout who will flush out all your ambushers. Assign him like 3 or four wardogs and have him walk all around the map. Once he sees an enemy set him to "do not engage" and station him back inside your fortress. The ambushers shoudl follow and get mowed down by your defenses.
2) Create an underground tunnel path from the edge of the map to just in front of your depot. When the wagons enter the tunnel they will most likely not be ambushed. Post a few wardogs at the entrances.
3) put your depot near the edge of the map and station archers to guard it. Make a hauling tunnel to take goods back and forth.
4) Build a 4-5 space wide walled corridor to the edge of your map.
Good luck! I really prefer 1 or 2. Usually flushing them out beforehand does the trick. You can see a framerate drop when the arrive on the map.