Question about Base Game Roads - Is a chain of individual road pieces that goes all around a terrain hex a closed continuous road?
A continuous road is considered closed if it connects two of your settlements and/or cities with each other or if it connects one of your settlements or cities with one of your units (knights). You are not allowed to remove a road segment from a closed road. This rule does not apply if the roads only connect one settlement/city with itself, thus forming a circle. The same rule applies for ships.
Please read here for more information on this topic with examples: When is a ship "open"?