I'm not sure which one you guys are thinking about, but Whiterun's caravan goes to Markarth.
Ma'dran travels from Windhelm to Solitude. I wonder which route he takes? He
could be going south, stop in Whiterun and then go up north, maybe. The northern route makes more sense distance-wise, but it's more likely than two caravans travel to Whiterun than to Dawnstar.
It's so hard to learn their routes, I barely ever see them :/