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I think it should be more obvious when your General will be intercepted. Particularly for the first mission to attack a Bandit camp, I got waylaid by a much stronger group and totally wiped out. Perhaps there should be a precursor mission to click on a Bandit Camp to check out how many are in there as well as its zone of control, or whatever the area of interception is called.
Each bandit building has a red zone, that means there is a chance you might engage with the enemy. The closer the enemy buildings are next to each other the like chance you might get intercepted.
Tips to avoid intercepts include staying to the far right or left the enemy hut. The closets enemy building will be the most likely to be engaged in battle. Watch your general when he nears arrival of the enemy hut, if he deviates from the path use retreat if you are not prepare to engage.
You can also move your garrison to make for a better route to the intended target.