I don't think I've ever encountered a convoy that was unescorted, unless you call 3 ships moving together a "convoy".
But if they've formed into rows, I think they've always had escorts.
Yes, early in the war prior to 1941 I have on several occasions engaged convoys and teased the escorts into chasing me only to sink them with a magnetic torpedo down the throat, and then I have surfaced and annihilated the entire convoy.
It's entertaining with map contacts on to see long smear of a dozen or more red X's on the map.
Steve
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