This warrants some more investigation. I've lost contact with convoys after being held under for some time but have never seen one disappear, as I do not venture that closely to convoy spawn and despawn points. I don't like taking a U-boat into very shallow waters.
Did their sound fade gradually away or just poof! and then they were gone? I'd be surprised if the convoy had a despawn point that far out at sea. I've also been in that disappointing position where I am submerged and lining up for an attack at dawn, only to see the blighters change course when they are 7000 metres away. Aaaargghh! Mind you, I've also had the opposite happen, when I realized I was out of position and then they magically bring themselves across my tubes.
One player here was recently getting plastered by a convoy's escorts as he had followed it nearly into port. The convoy reached its termination point and everything disappeared at once. Last night I sank a troop transport from a convoy only to have a CTD while I was evading. It really sucks when that happens.
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