Scrapser,
It is possible that you were tracking separate entities as well. Not every convoy... and certainly most single ships do not appear on the map as radio contacts.
Further possibility if you were near England... is the spawning point of an outbound convoy.
Though it is also technically possible that the random waypoint radii for a particular convoy are a bit more radical than is typical...
I find the idea of convoys (and even single ships) exhibiting behavior that makes for difficult tracking by U-boats quite appealing!
If every convoy cam straight to the player... he'd get bored reeeeaaallly fast.
Regarding zig-zagging once they spot you... that is stock SH3 behavior I believe... and is the norm.
BE MORE AGGRESSIVE!!!