Screenshots are saved as BMP files in your main SH3 folder.
As for getting in front of a convoy, if you've reached 10km away and have a good idea as to their heading, drop to around 17km away on a parallel course and surface and go Ahead Full or possibly even Flank speed to get in front of them. It'll give you enough speed to get into position while charging your batteries for a possible submerged escape or attack if needed.
Never travel submerged at faster than Ahead Slow for any large amount of time if you want your battery to last.