I don''t think you are doing much wrong chasing ships just in visual range often ends up with you chasing your tail even out pacing targets at flank speed they just alter course with your sub on a wider sweep never able to get on a good attack course this happens when your sub should be undetectable strictly speaking. Sometimes is best to let them live another day
The Danzig bay mission has always been a bit buggy target ships can sometimes be very elusive I would not worry about it too much , it seems to be dependant on the interception time and how fast you move from your base. It may of been tweaked or fixed with one of the WOS updates I'm not certain
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