I also played with that a bit, and came to the same your conclusion: cannot be done on regimental level.
Maybe it is not perfect, but it makes sense to me. The standard behaviour is to have the Regimental HQ trace the route, and all the Battalions follow that. If you want them to do something more specific, that's precisely the reason why you are allowed to take direct control over then. If you think a bit about it, it might be the most economic way to issue that order (just think of all the complications you might have at the level of Regimental HQ order settings, to define exactly which routes each subordinate HQ should take)
One last thing: I noticed few times the routes diverge, but only when, say, one battalion encounters an opposition or gets displaced, and then recalculate its own best route.
< Message edited by johndoesecond -- 4/15/2011 2:15:55 PM >