Can someone explain to me why I might not be able to set up supply lines to some settlements, but be able to set them up to others? I've pretty much got the Northwestern part of the map connected, but when I tried to set up a supply line from Hangman's Alley to Graygarden, I couldn't. Does anyone know why?

if your settlement has a max population you wont be able to send a caravan there.

Instead of sending a caravan to the settlement with max population, send a caravan FROM the max population settlement to the one with lower populations.