This one has always confused me. I've no idea what you're supposed to do, but I find the most effective solution seems to be hovering over your unit and repeatedly clicking (or pressing whichever button selects a unit for keyboard and joystick) and it will give up after a while.

I found that this works for me too, just mashing the buttons of the keyboard, when the cursor is placed on a hexagon which the unit can't move on to.

I have only played the game on the ST or Amiga about 23 years ago, and that not for long, so my memory isn't that great.
Try to move the "cursor" on the unit you are trying to move and press and hold the fire button.
If that doesn't work try it again only on a hex other than the unit it is on.