The Caravan is a vehicle shaped like a conch shell, formerly guarded by the giant construct Taros. It provides many services: it can cross rivers that can't be traversed on foot, it allows Bowie to switch out active and inactive combatants without having to return to New Granseal, and it has unlimited storage space for things, which can be stored and taken out at will, which makes it great for stashing things like Mithril chunks, the Sky Orb, the Achilles Sword and the Dry Stone.
It is initially operated by Rohde, and later Sir Astral when Rohde takes to the field as a fighting unit. It was built by the ancients, and after the conflict ends, Rohde and Zynk keep it for themselves, as Rohde states.
In Shining Force Gaiden: Final Conflict, Mishaela makes an attempt to take it for herself and, after being chased off by Max, sends Ruburan and his crew to get it.