I don't believe there were escorts right at the beginning of the war, but that's only my opinion, not based on anything.
They certainly had them by the time
U-Boote westwärts! was filmed in 1941.
I too like the way they work in GWX, starting out in front of you and then running a pattern from harbor entrance to docks. Of course in a correct Wilhelmshaven or any port with locks I would think they stayed outside the locks. On the other hand they are mainly there for AA protection.