Just to be clear, if you get a Radio CONTACT report about a convoy, and an icon on your map the convoy IS there and you can intercept it. I believe GWX will support wolfpacks in some situations like that, but currently plain GW 1.1a doesn't to my knowledge (at least in 24 patrols I haven't seen any).
The "flavor" radio messages don't have convoys as Rose said.
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