It could be a few things.
There was a known problem with the Lost Warship in chapter 3. Its home was set to Atuatuca, which isn't on the sea, so if it was defeated and then returned home, and you tried to issue a move order to it, it had no way to exit. This has already been fixed, but if your saved game came from before it was fixed, your ship could be similarly broken. You can fix it by selecting it, putting your cursorover the sea, and typing this into the F2 console: getselected():setpos(getcursorposterrain()); getselected():sethome(getentitybytag("gesoriacum"))
There have been other exiting problems with the units on ships, for instance when issuing an order to a unit on a ship (like building a fort) that can't be completed because they're on the sea. I believe this was already fixed a release or two ago, though.
Theoretically, this could also be a problem with our map if you found a fort that wasn't set up properly, although this would be pretty easy to spot, since it would happen every time you issue an exit order.
If you can easily reproduce this bug, be sure to send Rob your saved game and a reproduction recipe. Reproduction recipes are always more useful to us than dump files.