I do not have a sollution for this problem, but I came across something that seems to be related: I found it impossible to move captains' armies on the turn they are created with the "move_character" cheat. That is, you move a unit out of a town but you cannot use "move_character" for its captain immediatly thereafter, but on the next turn.

I would think it is a problem of the data base for the characters that is rested either on turn-end or turn-start. In this case the "move_character" command would still apply to the old Cnaevs (Blasio) who had been killed beforehand and cannot be moved. Is it possbile to move the new Cnaevs (Amicvs Popvli Romani) on the next turn with the console command?