Surely the most useful solution would be to make the Go button redirect non-silently, i.e. in the same way as a real redirect. A wikilink [[Lyon metro]] would still be a redlink, but typing "Lyon metro" in the Go box or the actual URL should bring up [[Lyon Metro]] with the note, "(redirected from _Lyon metro_)", where "Lyon metro" is, of course, a redlink. You can then use that to create the page if you wanted to.
Yes...why didn't I think of that?
Good idea, but maybe it can be improved slightly by assuming that most people are somewhat lazy.
Instead of: (Redirected from _Lyon metro_)
You could have: (Redirected from _Lyon metro_ - _create redirect_)
Where "_create redirect_" would open a preview window at [[Lyon metro]] with the contents already automatically prefilled as "#REDIRECT [[Lyon Metro]]" and the edit description already prefilled as "Redirect to [[Lyon Metro]]". Then if we guess correctly the user does not have to type anything, and only has to click "Save".
Of course, if the "Go" guess is wrong then they do have to type something. That's unavoidable though, but now they have to type less, and also the prefilled content acts as an example of the preferred redirect format.
All the best, Nick.