Well, I don't think this is actually a bug, but some shortcoming, that allows to send a cataphracts somewhere via drop pods. And everything would be good, but i can't create a caravan with them, so they're just stuck in a middle of sea ice, after completing a quest with rescuing a colonist. And that colonist alone can create a caravan and make his way back to base. Maybe adding some warnings or disallow cataphracts from loading into pods would be enough