Trade orders can be obtained by going to any trade minister. There are trade ministers located in every occupied city. These trade ministers will produce a trade order between two cities. You will receive a chest that will tell you what items you need to collect. These are vendor bought items. Once you collect these items and put them in the crate, you'll be able to deliver the trade order to the destination city.
When the seasonal event Krampus Encounter is active, then Krampus's minions will ambush you. The Krampus event is active from 11/30 - 1/29 every year!