Check for things blocking their way to the nearest warehouse/stockpile. Closed doors/hatches maybe, not so sure if they can pass through these, Plants and fallen sand blocks.

What happened to me once was the imps behaving just like you describe. I was mining deep underground , cast imps, they picked up items, and then nothing. I found out while i was mining that the snapper-plants, or whatever they are called grew through my main corridor, effectivelly blocking the only path to the stockpile. After removing this obstacle the imps began behaving normally again.

sorry for necro but after the update IMP STILL GETS STUCK
https://steamhost.cn/steamcommunity_com/sharedfiles/filedetails/?id=3540465039