I've been playing Hegemony Gold, my second and longest game so far. I am wondering whether, logistically, I should have a central highway that proceeds from my capitol through to my war front, or whether it would be better to build less-continuous highways radiating from high-food cities?

I think that is left to personal taste. Me for example, I always made a web of 100% streets from Pella to all the major cities (the ones with a star on the stratmap), so e.g. Larisa was connected to Pella for all the Thessalian food, as was the Illyrian capital (name eludes me), Pydna (for water access), Thebes, Athens and Sparta, Olynthus, Amphipolis, ... You got enough possible connections (12 or 15 iirc) on Pella to make a centralized food distribution possible, and longer roads would all cost -90 gold whether they ran from Larisa to Thebes or from Pella. And in H:G at least, the food distribution works good on directly connected cities, but it gets worse the more roads there are between the food and its destination. With this spiderweb, Pella is always full of food from Larisa, and it as well as Pydna can distribute food even to a 0% stockpiled city without the stockpiles going under the 75% mark.