I stand corrected...
...the Brits turned the wrong way after the intercept due to a plotting error. A subsequent spotting by a Coastal Command aircraft got them turned around and back in the hunt.
The message didn't need to contain location information, the signal itself given a few intercept stations could be geographically pinpointed. I say 'pinpointed' in the broad sense as intercept stations in different locations in Britain could give lines of bearing on the signal then when they all intersect there's your target although the intersection could still be a relatively large area but good enough combined with other intelligence to figure out where the ship is at and/or where it's going.
The same process applies to subs/u-boats, assuming they acknowledge a message. I'm sure though that part of their training was to keep the messages short and to the point so as not to stay on the air too long.
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