I have a suggestion close to this request that could be helpful.
Given that:
- the soldiers already automatically stop and cancel their orders as soon as they spot a new alien,
- it's easy to send the wrong soldier in some tricky or silly location because we didn't take care enough,
- Third Mouse Button is already used to CANCEL an on-going fire order,
Why not using Third Mouse Button to CANCEL an on-going move order?
I mean that, should you give a silly move order, the soldier would start venturing in the wrong direction, but then would "realize" his mistake and stop (when you click on the button), the same way as he starts moving and then stops when he spots an alien, awaiting further orders. Thus, it would not totally cancel the move, but it would more user-friendly.
By the way, sometimes, even a clever order move may be "spoiled" by a dangerous AI routing, If you don't think to split your move in several orders.