The following approach worked quite well for me. I don't have too much time today. So, I am going to describe the process without demonstrating it step by step with screenshots.
Now, in my example we assume that you want to exit pretty much everyone. In many scenarios that is not required. However, in the one I was playing, I had an AE (auto end) objective. Meaning that as soon as it is satisfied the scenario is over and I have won.
(1) Reattach all units to the senior HQ but for arty firebase units and supply bases.
(2) Use the OOB tab to manage the next steps. Expand the entire OOB. Decide whether you'll work from the bottom of the OOB or the top.
(3) For each HQ with no subordinate HQs, select that force and give orders to exit.
(4) When you have found all the bottom level HQs, move up to the next level HQs and repeat the process.
(5) Keep doing step #4 until you final give an exit order to the senior HQ.
(6) Let the game proceed.
As your forces move forward, you are going to want to "step up" you arty units from time to time. You would your units in motion to be under a protective umbrella or arty fire support. So, from time to time, take half your fire base units (individually) and give them defend orders up the road to a point that has already been cleared by your leading elements. Never have are your arty in motion or at risk at any moment, but do it in halves; this is the "stepping up" (I got that term from our Golf33, our resident gunner.). You shouldn't need to worry about the other units outpacing your guns, since single units travel faster than forces and your forces will probably meet some delays with weak enemy resistance. At some point, when there isn't much to protect with arty and your arty is already in bombardment range of the exit, you will simply order them to exit too.
So, what does all this accomplish?
(1) You end up with a number of small and flexible forces which will push rapidly towards the exit.
(2) If one leading force runs into the enemy, it will not force another force 15km back to fall out of road column order like one large force might. On the average, everyone is going to keep moving faster. If significant resistance is encountered, than your individual forces will probably bunch up and shot their way through it.
(3) Forces requiring rest will not bring a halt to everyone who is trying to exit.
(4) Your arty will provide the rapid fire support response you need to deal with weak enemy opposition instead of being in transit out on the road with everyone else when a lone enemy company opens up on them.
One last point, remember that you can wake up auto-resting forces by simply "jiggling" (slightly moving) their exit task marker.
Well, that's if for today's tip. Have a good and swift ride home; no rush hour!

2021 - Resigned in writing as a 20+ year Matrix Beta and never looked back ...