Having the same issue with the Highwayman. I am in mountainous terrain.

If your car is in a garage make sure you open it XD. The car needs to be able to actually leave the map before it starts.

you also can only start a vehicle caravan from the main colony, not from a destination.
if the button says "send caravan" then your cars and tanks won't be included, but from your colony it says "form caravan" and there's a separate button "form vehicle caravan" which is not only what cars to take, but who's driving, gunning, or a passenger

Also, if the "Exit NW" is not compatible / blocked it means that the car can't pathfind a 2-tile wide space through a path to reach the map border (exit). So try to make sure the path is all clear and your car can drive through it, do some excavation. If the problem persists then I don't know..

I'm having this same issue trying to get a boat out into the ocean on a coastal tile. Do you need to go up through shallow water?

im having a problem related to reforming caravans, for example, after using my frog to raid a bandit camp and reforming my caravan it said there werent enougth colonists to pilot the frog, even thougth i had the exact amount.