I'm going to implement this in a more generalized way, as I think if I implement this specific case, it's opening the door to a lot of other possible edge cases.
Instead, I'm going to implement two new hotkeys: "Projection" and "Skill Projection".
"Skill projection" will cause a shadow to be drawn for the selected lemming, showing his path over the next 15 seconds or so if he were to be assigned the currently-selected skill. "Projection" is the same, except without a skill assignment (ie: he just keeps doing what he's currently doing). Note that these will not take into account upcoming replay assignments.