I finally saw what an intercepted message looked like in the game. I was replaying a Montebello battle I had against the French AI, and during the replay I had command set to both sides so I could see what the AI was giving for orders. At one point I checked the French F8 Dispatch screen and saw a new icon. Check the attached screen shots.
I'd given Bennigsen orders to deploy on the town near the French LOP, and the order got intercepted and delivered to the French commander. I guess this is why Bennigsen never executed that order.
Hook