Unfortunately, the stack movement feature is design to do this. The only way to do what you ask is to move the transports first, and then follow it with your attack ships. Either that, or design a specific class of ships (escorts) with the exact same movement as your transports. Besides, I don't think your fleets of attack ships will guard your fleets of transports in your example. An attack that targets your transports would still kill it and your attack ships will sit there happily doing nothing, simply because they weren't part of the transport fleet. The only way to make ships 'guard' transports is to include them inside the transport fleet. That is, make transport fleets with 1 transport, and 2 escorts (or more if you have enough logistics). Then break the fleet and remake it right before your invasion if you have more than 1 of such fleets.
Personally, I fly my attack fleet ahead, and wipe out anything that might threaten my transports anyways. Of course, my transports usually have insane amount of engines, so I literally never care.
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