Some times happens you do not receive the alert "Airplane Spotted, Sir", then the window with choices, maintain orders, engage it, and dive to periscope DO NOT appears.... you can not say them to attack the plane.
Then they are in "Hold Fire Status", you need to click on the watch officer icon, and then in the AAA Flak icon, and then you must to manually remove the "Hold Fire" order.
There you can asign many orders, how in example attack at short, medium, or long range, attack fighters, bombers, any plane or incoming planes.
If you do not manually remove the "Hold Fire" order, they "DO NOTHING".
Be ware.... do not sail or navigate with the "Hold Fire" oreder removed, specially arriving or leting port, because if you do it, they will shot down any friendly plane into shooting range.
Anoying, i know, but is what we have.....
Hope this can help.....