Unloaded ships will always return exactly to the given sector their attack/defend order said.
Ships that are loaded however return to a neighbouring sector of their order. If the ships are in 0 0 0 and so are you, and you give an order to defend 0 0 1, they won't move. They do however move if you enter 0 0 2 which is 1 sector further.
They should go to the sector that was entered in their order.
Seems influenced, or even caused by http://phab.starma.de/T1180. If you issue an idle command order, they do move to that exact coordinate.