Well, there already is a shadow showing the lemming's overall trajectory now when holding down ALT while hovering the cursor over the lemming.
However, the only reason I know this is because I found it out accidentally: ALT used to be the button to display all the initials of the athletic skills a lemming has.
Does this feature still exist? Because the Hotkey menu doesn't show it.
If this "display initials of athletic skills" is no longer available, I think this would be a much more important feature to bring back, as we have more athletic skills now than ever (including the Slider).
Whereas there are several ways to show the trajectory (ALT, but apparently also SHIFT?).
If you want to indicate turning around on top of that, maybe display a little curved arrow (180 degrees) at the end of the "line" of the trajectory shadow.