Hi John inbound are you using the September-1939 May -1943 Campaign or the May 1943 - may 1945 Campaign.
SL HG Convoys should be passing BE Grids comming up from Gibraltar and Freetown and outbound Convoys heading for Gibraltar the ingame radio messages are actual convoy sightings.
Screenie below of main Convoy routes within Steel sharks September 1939 May 1943 Campaign the convoys are out there you just go to find em
early war theres Convoys from Southampton to East coast Scottish Ports
also Convoys to and from Iceland didnt put much in the Mediterranean
but if you like i can add some random Convoys in the Med For you John