You can set waypoints in between markets that way.
Setting a route with multiple markets is always less efficient then one between only 2 markets and therefore isn't implemented.
In 0ad, units can attack enemy foundations which prevents them from being built. This tends to limit the use of buildings. We could also let foundation damage impact the HP of the complete building instead of affecting construction time (as in AOE2), or increase the durability of foundations for a more hybrid approach (more difficult to deny buildings, but not impossible).
thoughts?