So now I have a decision to make, do I change the attack marker towards the unit, incurring the replanning delay? Or do I leave the unit where it ended up and hope that the enemy stops being a nuisance?
That's why I use to play without order delay, as it's just too annoying (and unrealistic) to chase down such enemy stragglers that keep retreating and/or changing direction endlessly, with order delay. I would play with order delay, if the lowest units in the OOB (coys) could be redirected without delay.
I've suggested to implement an adaptive order delay, which would take away the delay on the lowest level (and on certain mission types, eg. changing direction during a chase) or reduce the delay time (eg. a Coy that marches along a road and that switches to attack or occupy a nearby wood) on particular tasks and distances (to the new objective) at least, years ago.
Others (including me) have suggested to implement a "trace" or "chase" function, which would properly simulate historic orders: Particular coys or even Bns got the order to chase or surround enemy coys, where then the superior echelons did not have to interfere/take care of the task. Such tasks were carried out by local (unit) COs - on their own initiative. Notable delays only occured, when say 2 or 3 Coys coordinated their attacks, otherwise changing directions (to keep chasing) didn't create any delay.
Re Fire support and tracing:
You're right, a trace function should be expanded so that it could be used for artillery units as well.
Technically, for arty units, targets are almost always locations - except for instances where they are conducting direct fire missions (eg. defense against incoming enemies in visual and direct fire range of the battery, or direct fire on defending/visible enemy troops), though, shots on fixed enemy positions are then adjusted by the FOs. Shots on moving enemy units (eg. attacking units) are also corrected by the FOs, that's where the actual tracing occurs. But there were also other methods, often employed by Allied arty units, like the "rolling barrage" (which usually moved forward, but which could also be performed backwards) or unobserved fire missions (interdiction fire, harrassment fire).
In mid- or late 1944, particular Allied arty and a range of TD units (towed and tracked) increasingly performed unobserved fire missions, for interdiction/harrassment, which added to the missions aiming at locations - (daily) AARs of U.S. TD units (towed and tracked) are packed with descriptions of such fire missions.
The Germans often used predefined perimeters and they would then let the attacking Russians run into their prepared zones, often using smoke and putting a barrage right "on top" of the smoke screens.
While inf FOs were basically arty elements that were embedded in inf units, so that they can be assumed in the game, like you say, the recon elements of arty units were pretty mobile spotters and medium/long range FOs, technically, and their absence in the game reduces the realism, unfortunately. Recon elements of the line divisions and recon planes also forwarded infos about enemy positions or movement, and they could also be ordered to trail enemy units, so they could be tasked with such additional "long-range" (often still inside the radio range, actually, but I'd consider this to be "long range", say 12 to 25 kms, if compared to say FOs on foot that are embedded in non-motorized inf coys) "FO" mission.
EDIT: A S&D function, trace or chase mission or whatever you want to call it, would be desirable.
For me, "Dismounted Ops" and a chase function would be my fav features on my wishlist - in that particular order.