For Wild-goose Chase we have a term and definition in William Shakespeare.

My following you. The term "wild-goose chase" was applied to a contest where two riders started together and as soon as one obtained the lead, the other had to follow over the same ground, unless he could overtake him, when the position was reversed. The name is taken from the way a flock of geese flies in a line. The phrase has a rather different meaning now. (Romeo and Juliet)
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