How do I set custom route for my troops? eg go to province X and then back.
Hold shift and right click with your mouse on the provinces you want to move through in the order you want to move in, while having the troops selected. This will queue up move commands to the provinces. You can even order them to go back and forth between provinces a few times.
For ships, there's also a patrol button you can use to set up a patrol route for the ships to go around over and over until told to stop.