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Otherwhere One of them will stay at their home settlement. It's just how the network logic has to go, for n settlements there are optimally n-1 supply lines, so one settler doesn't have anywhere to go unless I were to make one supply line redundant. The idle provisioner will either be at whichever station was built/upgraded/refreshed first, or last, I can't remember which without checking the code.
Also, there isn't a way to manually specify a specific route for a specific settler. It's another quirk of the network logic, since each settlement can only send out one supply line, it would (a) make the network logic significantly more complex (like, "I can't even conceive of an algorithm that would work" complex), and, (b) would lead to situations where, any time you had more than one manually specified supply line, it would have the potential to cause the network "graph" to become strangely routed if your manual definitions conflicted with the calculated optimal routes too much.
Eventually I'll add an option to allow you to set priorities for particular settlement connections, so that e.g. Hangman's Ally were always connected to Sanctuary or, Red Rocket would never connect to Abernathy Farm (unless those were the only two settlements in the network), but this system still wouldn't allow you to specify specifically that the connection should go Sanctuary -> Hangman's Ally, and not Hangman's Ally -> Sanctuary. That's as soon as I can be bothered to come up with a usable UI for that feature, anyway.