Thanks for the comments guys!
I spent another 5 hours trying to find this stupid convoy/task force. Nothing!
I watched the tea cup's videos but that doesn't really explain where to find the convoy. I am not sure how this is spawned in the game. Maybe it's my skills. They are more rusty than Mr. Tea Cup's submarine!
Anyways, I gave up on the task force. But I am getting really frustrated with this game and beginning to remember why I stopped playing this several times. I keep getting caught by these two destroyers who chases me for hours!
I get no F'n air support like tea cup. Crew on my ship says "Captain, task force spotted" I am like where???. But I say, whatever.... who cares let me continue on. The crew is like, should we report it capitan? I and I say yes! let's send a report. So I tell me radio guy and he tells me there's nothing to report. In fact watch officer tells me several times to report contacts, but the radio guy says nothing to report. Maybe he is in another dimension.
What am I doing wrong?