hullo,
don't quite know bout the u-boats but i can tell you assuredly that
in case of Hilfskreuzer or German Auxiliary Cruisers, many a time when there were prefectly disguised as a neutral, existing ship, they crossed path with some real neutrals and these radioed some useless or uncanny message through the WL, once they were at some distance from the disguised raider, and this message by itself didnt imply the report of an enemy, but just a way to let know the have seen another ships, almost most nations which remained neutral but towards allies kept this habit and definitely was an order for merchant skippers.
My opinion is that a sub was much more likely to be reported, maybe used same ways, to say, send w.l. with some pre-arranged phrase or word for such unpleasant meetings
Cheers