Did a bit more testing and the Lutzow class seems ok and doesn't stop so easily, so i swapped the Prince Eugen for the Lutzow, and the Gneisenau, which was with the Lutzow, is now with the Admiral Scheer.
Sorted
Looks like the cruiser problem is just with the Prince Eugen/ Hipper type.
I've tried them both repeatedly, they both stop.