Yes, saving the game in the presence of other units can bite you this way. If you must save at short notice, then break contact and try to move away from them. 50 km is the recommended distance, but I think you can get away with at least 35 km. I guess it depends on the size of the convoy. If you don't have the time to move to a safe distance then I suggest you leave the game paused in the background. Although that doesn't always work reliable for some systems either.
This will de-spawn the units if you already made contact with them. So after you find them again later it may look like a different convoy composition.
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