I would suggest reading the appendicies (sp?) in the GWX .pdf manual. There is a really informative section in there on how to conduct successful day and night time convoy attacks and how to evade escorts too. I would also suggest that you turn on "Map Updates" in the realism section if you haven't done this already. Having Map Updates on can really help you steer clear of escort vessels as it shows you their Asdic (sonar) ranges and arcs.
Yes GWX can be frustrating

at first but I think that if you stick with it you will be glad that you did.
Good luck...