Watch out for the Jotnar Clan mission to rescue some of their men from slavers, that's also a escort mission.
Escort missions always suck - in every game that's ever had them they have always sucked and always will suck.
But yeah, the AI definitely does not help. If they're not fleeing from enemies on the very edge of your spot radius, they're chasing them down.
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Edit: Escort a norn mistress is not an escort mission though, as she actually joins your party.
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Edit2: This is a little off-topic but does anyone know if the Conquistador mission to get 3 horses is bugged?
I bought three of the specified type (saddle horses) but no dice.
I tried buying sets of other horses types to see if maybe he's asking for the wrong type but no luck. (I bought steppe horses, hunters, chargers, warhorses, heavy warhorses...)
Saint Malo doesn't like plain white saddle horses, he'll only accept black, grey, or paint.