During the week, my gangsters keep doing stupid stuff and getting themselves killed or arrested.

As a side point, it seems random whether my gangsters will get the shield icon next to their name and the police will start chasing them. Doesn't seem to matter if the police can see the victim of a killing or if the police can see my guys. Unless they can see through buildings. But the main issue is what happens after that.

I have given up on allowing my gangsters to have any kind of autonomy once the police are chasing them, it is hopeless. They will run straight into danger and get themselves shot.

When I manually control them, for example telling them to walk down a street, they will often choose to go the long way round (basically taking 3 streets around a block instead of 1), which means they run straight into the police chasing them and get killed. I told my gangsters to cross a main road, and instead of crossing it, they ran diagonally across the intersection into the middle of the road (???) confusing.

Another issue is when I want them to return to HQ so that they cannot get shot or arrested by the police (if by some miracle they manage to get close enough to the HQ without getting themselves killed). There is no return to HQ button even though the manual says there is, but I found that repeatedly cancelling orders triggers them to go to the HQ. What happened recently was that I got my gangsters close to the HQ, started repeatedly cancelling their orders, but it just kept switching to "waiting" instead of going to HQ. And when I told them to resume they just went back to waiting as well. This gave the police enough time to, you guessed it, kill my gangsters.

It makes it seem pointless to ever kill enemy gangsters, it's always a trade for me.

It isn't a big deal that the gangsters are stupid, that's fine, I don't care about relying on their AI to escape police. All I want to be able to do is micromanage them. Does anyone have any tips for this? Do I need to click a specific part of the road or pavement to make them go there without just running off to their deaths instead?

edit: I read in another post that gangsters can use cars to run away from the cops. Is there a way to make this happen? My gangsters don't like to use cars for some reason. Even if I assign cars to squads, they don't use them. Even if I send them to the opposite side of the city and they have a car in the squad, they will still run the whole way on foot.

I've got a solution.

First, why:
A gangster becoming wanted happens in 2 ways:
1 - Police witness a crime
2 - They commit a severe crime (like 3 murder orders on the street) and become automatically wanted

The game doesn't incalculate any different behaviour. Gangsters will execute orders, then return home unless given street orders.

Moving on the street
Blocks are divided into different sectors.
1 - The pavement 4 sides, divided into 3 subsections.
2 - Pavement of 4 corners.
3- The block itself.
The street for cars isn't a valid target.

Street move orders should be directed at the pavement/the kerb section where you want them to go. They'll pathfind the shortest route, but if it's near 50/50 (streetcorner northwest to streetcorner southeast for example) they may go wrong.

The solution
The only way not to get arrested while wanted, is to not encounter any police until the end of the working week.
The best way for this is to manually give a move order to a gangster and have them walk into the suburbs at the edge of the map. There are no stationed police there and random patrols rarely ever go there.
Then the gangster waits there until the end of the working week.

Note
Gangsters remain wanted. Check the icon on their portrait, check the most wanted list. Gangsters on there must be sent to the pool, or they will be arrested next working week showing their face on the street.

Cars
Cars are a bit wonky in this game. Gangsters can't be arrested when inside cars. Gangsters need driving skill, or won't use them period. In the working week, gangsters only use cars if a move order takes them halfway across the city, then the pathfinding will tell them a car is quicker.
Personally I don't use cars at all, other than for faster transportation to the first job, and to enhance repeated raid exploit (see my topic elsewhere).