I think chat is 'enter' (or return or whatever you want to call it) but wouldn't swear to it. I'll have a check at some point and re-post - I'm fairly sure that the original box has a printed keyboard shortcut list.
Main ones include:
run/not run - r
loose/tight - c
force use of secondary weapon (e.g. for archers) - alt
toggle ammo/special ability - f
group/ungroup - g
withdraw - w (very confusing if you move to Empire/Napoleon and back as by default w would be a camera movement key)
I guess for cavalry / missiles / other infantry that the keys are something like k, i, m, a (ok, I'm just suggesting mashing the keyboard to see what happens, it might not be the best approach).
To be honest, I've played against people who seemed to be moving all cavalry together and while you might want that for some things it can lose a lot of flexibility so try not to over do it. For example one of my favourite tricks is using a single unit of light cavalry to suicide-countercharge a mass heavy calvary charge to bog it down and then swamp it with spears. That only works if the opponents heavy cavalry are being ordered around as one or you lose a light cavalry unit for no real gain. (I have a replay of that working (it's quite rare to be honest, but fun) if you doubt it...)