I started a U-Boat mission and confirmed what you are seeing with the AA guns (at least the 20mm - I didn't try the 40 mm). They definitely shoot to the right, maybe 10 degrees off the aiming point. Must be a glitch in the U-Boat series, but does not occur (at least for me) on the US boats.
As for the torpedo depth settings, if you lock the target, the depth is automatically set for the selected tube, even if you had set it before locking. You can leave it locked and reset the depth to the desired setting. All of this is for the automatic targeting, of course. I have no idea how it might be affected in manual targeting, etc. because I hate math and don't use it!
Hope this is helpful. Good hunting.
