It is a stock game bug and a well known issue. A lone destroyer's AI will hang and it will flawlessly shadow you at a specific distance. there is no patch or fix for it to my knowledge. The best way to clear it is save the game, exit and reload. The phantom escort will no longer be present. Another way i have found to clear it involves moving away from it at flank speed until it falls away past rendering distance (~30 KM) whereupon the escort disappears. However, I have only done this with a heavily upgraded engineer to boost speed. The bugged destroyers are usually locked around 15 knots. The first method is the best way to deal with it.
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