@ stoianm: Thanks for the hint about the AI mod. I'll check it out.
With the convoy though, it wasn't the matter of the fog.
When I would load the game, I would be quite a long way away from the convoy and I could see it. I can hear them through the hydrophones and even if I don't see them through the periscope I can use the external camera and fly to the convoy. It's there.
Only at certain point it vanishes. Nothing at all. External camera shows no ships, no hydrophone contact. I don't think the fog would affect the hydrophones
So, it must be a bug.
For now it only happened once. Hope it won't happen again.
If this series is getting more and more bugged and generally poor quality, I don't think I'll be buying the SH6 if it's ever out.