I've got two out of five so far..
I think there were a couple of armed ones hanging out in Scarpa flo, I noticed when I went in and sank the queen elizabeth (which magically respawned on top of it's self!! almost sunk it again but thought I ought to leave, despite the fact the escorts didn't even bother to try looking for me!
I'll try Loch Ewe, once I've looked up where it is!