Early war, the convoys got an escort for 300 miles, from either side of The Atlantic. That's it. There was no escort across the middle. (There were also vertualy no uboat attacks in the middle either. Almost all the action was fairly close in to England.)
Usualy the escorts went out with one convoy, then picked up another coming in.
Eventualy the KM got wise, and the RN was forced to stretch their resourses beyond their limits. Thus, the Flower Class Corvettes, and the Lend Lease Destroyers.
SH3's game engine does not allow for joiner/leaver convoys, nor escort changes.
As a uboat commander, you see about what you should.
I have on rare occasion met an unescorted convoy in very early war.
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