Allright. I was finally able to test this out.
My trip started with 11 Llamas, which I bred up to from 2 over several days. I started from Kaz and took them them on a trip to Cloud Temple, Partly to test trading, partly to sell one to an inquiring Orc (it was an awkward exchange I admit, but went well. I gave him a discount since his people are allied with mine). On the way from Kaz I lost one Llama to a bridge crossing, where several fell into the water and in the process of trying to get them out, one somehow got stuck UNDER the bridge and drowned himself.
On my way to Kaz there was the Fairgrounds, which has blocks on fire. Several of my Llamas lit on fire and I was freaking out. Only one of them died. Pro-tip, if Llama trading, bring water.
Sold one llama, now at 8. I also hired a guard at CT for 30 minas, but I didn't have to pay him (but paid him extra, explanation later).
Took the llamas, now full of trade goods off to the north. After selling my brown one the Llamas could not decide on one true leader so I had to use 2 leads, also the dumb beasts don't know what a road is so they go EVERYWHERE.... which is not fun.
Something I noticed going over the bridges though was that they didn't go everywhere when there are fences around the road. The bridges were easy except I lost a Llama somewhere on them. I assumed he went over the side and drowned like the idiot beasts they are. Had to lead 2 the rest of the way because they wouldn't follow just one...
The rest of the way was relatively easy. I got to my friends place and sold the stuff. The Guard went back to CT.
Then I broke my last leash before getting the llamas into the stable. Super annoying. Llamas are going everywhere, I am freaking out because the server is going to reset, The guard mentions they are on the way back with a lead and ALSO found my stray Llama.
They get back, all goes well, Started with 11, ended with 8, one Burned, one Drowned, one sold, and one lost and found. I paid the guard extra for their efforts, even though they didn't really have to fight (except a spider at the end).
There were lots of mechanical problems with the Llamas that I think is just Minecraft. I had some fun doing the whole thing and made a bunch of Minas in the process. The roleplay was fun, all around more enjoyable than not.
I think my suggestions would be, between outposts and CT have roads with more fences and gates, or wider roads. Make Bridges at least 2 times as wide, even with fences (because the llamas would just go the wrong way), and take out any blocks on fire that are near roads, or lift them high enough that a Llama can't kill itself walking over them.
End of story, Llamas are the stupidest, most frustrating beast to walk the minecraft earth... The burn themselves to death, they drown, ugh. They won't MOVE when you want them to or follow all together. Stupid beasts.