If you have added the Contact Colors mod, to put the colors GWX removes back in the map, then blue circles are convoys being attacked by German AI sub/subs. I avoid those like the plague, usually, because the AI can only run surfaced and generally serve no purpose except to get the convoy all excited...right before they die by gunfire. Occasionally they will draw off the escorts...which is the only benefit I've seen, so far.
I realize these are SH3 limitations, not the fault of GWX.
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