Why did the Ish see fit to mention that they moved away from there ("Nas'u mi'Zeh"), something which Yosef already knew?
Rashi: He was hinting to Yosef that they had veered away from the brotherhood. 1
Seforno: Even though he did not find them in Shechem (where his father had instructed him to go), he went beyond his father's instructions and went to look for them further.
Bereishis Rabah (84:14): They went away from Hashem's Midah. Chanukas ha'Torah (Vayeshev 39) - Hashem judges based on the present. They convicted Yosef based on the future (refer to 37:18:151:5).
Da'as Zekenim: They no longer wished to be twelve tribes (the Gematriya of "Zeh"). Ha'Emek Davar - why does it say "Ki"? You say that they are your brothers - [this is wrong]. They veered from brotherhood, for I heard... It was Hashgachah that Yosef did not make this inference. Ohr ha'Chayim - Yosef understand the man's words simply, for he thought that the Ish was a traveler. Had Yosef understood, he would not have put himself in danger!
Why did the 'man' say that 'he heard them saying... '? Why did he not just say that they were in Dosan?
Seforno: Because he did not actually see them going to Dosan. He only heard them saying that they would go there.
Rashi: The word "Dosan" is the acronym of 'Nichlei Dasos", which means wicked plans. He was in fact, saying that he overheard them conspiring to kill him. 1
Ramban: He told Yosef innocently (as if he didn't know) that he had overheard shepherds discussing going to Dosan and that they may have been his brothers.
Targum Yonasan: He actually heard from 'behind the curtain' (directly from Hashem) that today the Shibud of Egypt had begun, and that Yosef's brothers moved to Dosan, following a prophecy that the Chivi were about to attack them.
Malbim - Chazal expounded that they went away from brotherhood 2 , for normally shepherds do not plan to travel to a far place; they thought that Yakov will think that he was killed on the way from Shechem to Dosan. 3
Sifsei Chachamim: Otherwise, the word "Ki" ('because'), does not go with his previous statement. Refer to 37:17:1:1. Here, Rashi says that according to the simple meaning, Dosan is the name of a place. In Sotah (13b DH mi'Shchem), he says that it is not the name of a place. The Gemara said that Yosef was sold in Shechem. (His words could also be understood literally, which is how Yosef understood them, only in his capacity as an angel, they conveyed a deeper meaning. Otherwise, Yosef would have been foolish to have continued to look for them - Ramban.)
Rashi said so. I did not find an earlier source. Perhaps Malbim refers to Bereishis Rabah (84:14) (they went away from Hashem's Midah - PF).
This implies that that they already planned to kill him. Perhaps Reuven was waiting for the right time to try to dissuade them, or he had already protested (to no avail), just now (when they saw Yosef) he suggested not to kill him overtly. (PF)
Why does the Torah record that first he went to Shechem, and then to Dosan?
Ohr ha'Chayim (14), Pnei David (Vayigash 3, citing Drush Shmuel): This teaches why Yakov's escort did not protect him (for Yakov intended only that Yosef go to Shechem. 1 Ohr ha'Chayim - Yakov saw with Ru'ach ha'Kodesh that he will not be harmed in Shechem. Yosef assumed that Yakov was not adamant about Shechem; he merely told him where he expects that he will find them.)
Pnei David: Mishchas Kodesh says that, due to the escort, he was saved from his brothers' intent to kill him. Perhaps this is like the opinion that Dosan is not the name of a place. Refer to 37:17:2:2*. (PF) Yerach ha'Eisanim says that the brothers went to Dosan in order that the escort will not protect Yosef!
Yosef found his brothers in Dosan, and they sold him there. Sotah 13b says that since he was stolen from Shechem, his bones were returned to there!
Rashi (13b): Dosan is not the name of a place. It alludes to seeking 'Datos v'Dinin' (justifications) to kill him. (Really, they were in Shechem. 1 )
Ha'Emek Davar: The pit into which they threw him was between Shechem and Dosan. It was closer to Shechem, and within its Techum.
Imrei Emes (Shelach 5688): They already intended to do so in Shechem, so when they sold him in the end, it is attributed to their initial intent. 2
If so, why must the Torah add that Yosef found them in Dosan? It says immediately after this that they wanted to kill him! (PF)
When they saw him, they first thought to kill him overtly. Reuven convinced them to cast him alive into a pit, and Yehudah suggested that it is better to sell him. This implies that they had not plotted to sell him beforehand! Perhaps intent to kill him 'includes' intent to steal him. (PF)
Why does it say that Yosef found his brothers in Dosan, and not that he went to Dosan and found them?
Ohr ha'Chayim: This shows that the "Ish" did not say absolutely that they are there, just he heard that they intend to go there.
Why does it say that Yosef went "Achar Echav"?
Ohr ha'Chayim #1.: He did not understand that they left brotherhood.
Ohr ha'Chayim #2: Yosef understood that they left brotherhood, and he pursued brotherhood, to increase his reward - and he received it in Egypt.