Console-based Replay feature makes a comeback (experimental support!). If your current turn has a replay (bring it from the Options menu, but Replay slow down turn processing and needs a lot of memory), then invoke the console and type loadreplay. Once the console has finished loading, you can hit space to start/pause/resume replay or hit escape to abort it.
I just checked it out and it worked like a charm. The console is summoned by clicking the
`
key (on the top left of your standard keyboard, just below the ESC).
Many thanks to the developers for returning Replay, which is an extremely valuable feature. For one, you can see which way units are heading even if they don't make it to the next area (and so would otherwise look completely stationary without replay), giving you a glimpse into the intentions of the opponent.