Couple of questions.

[couslee]

No, I do not mean shift-clicking ships. Actually, I didn't know that did anything. Moves all of them at once, or just duplicate orders?

In addition to Fyron's explaination, it's give the stack any kind of orders (that I have tried) so far. Like sentry, ect.

[LostCommander]

There is no intelligence or military or random event notice when this happens. No ships are teleported. I am not sure about supply drains or the like.