Disappearing Ships
 

Maybe this has been covered before. I just hit two tankers and they went dead in the water. The seas were rough and the escorts never picked up my trail, so I thought I'd wait until the convoy moved off and finish off the tankers. I had my scope up watching them in case they sank and suddenly, they both just vanished! This is a first for me. BTW, I'm nowhere near the endpoint of a convoy route so I doubt they were taken off the map because the rest of the convoy reached its destination.

scrapser

http://www.history.navy.mil/faqs/faq21-1.htm

Above is a link to the US navy which may explain your issue. Other than that, I can only think that the ships somehow got into thinking that they were at the end of their convoy run, even if they really were not.