How do I change or remove a trade route destination?
Clicking the trader, there are no options.
Clicking the trader and pressing Delete to kill it has no effect even after clicking on Yes Delete it.
Trade route overview likewise has no options to change or remove trade routes.
Solution 1:
You can't cancel a trade route.
When you set up a trade route, it indicates for how many turns it will run (number near the arrow sign on the trade route info). After the trade route has run its course you will be able to assign it to a new destination.
Solution 2:
No, you cannot delete or cancel a trade unit. Your only hope would be to get someone to attack it or reload another save.