There's only one thing you can do...

I felt like this thread was targeted at me somehow, so I had to reply.

Um, I sometimes feel like being patient and not making my knights hurry up (pressing the Start button while they're moving) makes it more likely for them to split directions on the random turns when there are two or more girls moving at about the same time. I explain it to myself as "well, RNG tends to be streaky so if they move too closely together it's more likely they'll go the same direction". It's obviously still not guaranteed they'll go the way you want them to, but maybe that will help others. Or just prolong their suffering.