Again, how do you know this is the case? Has your DM established this as fact?
Where are they going and how have you found that out? EDIT: Never mind. It's in Mondath's papers. Still, unless you've done some research, you might not know precisely where the castle is.
Also, something else to consider is this: the powers-that-be might be deliberately not stopping the cult's wagon train because they don't want to give away that they're on to them yet. They want to see where the cult is taking the treasure and what exactly they're planning on doing with it. Yes, as you've said, you have a pretty good idea about that - but having a good idea and having concrete proof are two different things.
I think it also makes sense that there would be cultists in influential positions who are using their political power to obfuscate and downplay the seriousness of the cult's actions. The powers-that-be might feel unable to do anything until they have more proof ... which is where the PCs come in.
That's terribly unsporting of you. I hope you will at least give your DM some warning, especially considering how green he is.
Everything you say is possible, but I don't find it very plausible. Especially the caravan situation.
And while it all is very well to state there things, it all feels very contrived.
And you're right, it actually isn't very sporting to do that, so on second thoughts I won't.