I have discovered a solution to the dwarves running outside.
Forbid everything. Crack open the (d)esignation menu and (f)orbid everything you can see that's not underground. Dwarves won't go outdoors any more until you re(c)laim everything. Otherwise, I would've had a similar problem earlier today when the human caravan got ambushed by goblin bowmen and slaughtered everything except the Baroness who came with them, and I would've lost about 20 haulers out of 60 dwarves to the whole debacle.
As for the other problem: It does take some time for all the recruits to get rounded up and for the leader to give orders. Once that's done they will scramble toward the station or patrol points.
I did have one weird occurrence with the human caravan situation I mentioned earlier. I make it a habit of preparing my military whenever the merchants show up, since goblins are never far behind and will tend to screw with me, so the humans show up and station them just outside my main gate. So all the minions head there, while the two Champions I'm training in the ways of hammering head off to pick up their crossbows.
But the champions didn't stop there. They apparently decided that they had to pick up something from the destroyed human caravan that the goblins were camping, even though every last item was forbidden. I tried reforbidding, resetting the station point and even random leader-switching. Didn't work. They ran into the horde of bowmen, with no ammo and crossbows in hand.
They still won, but, y'know, my finger was hovering over the keys for a save scum.