Such was Real Life.
This is (you may not think so) an awesome report from ingame which mirrors the frustrations of the real crews.
Convoys (ingame) do change course fairly frequetly but it's not impossible to plan an intercept. Not having the SH3 map infront of me, I would assume the convoy you reported as being in AM18 was travelling to AM52 and into the Irish Sea. If they were reported as travelling East, they would have either zigged/zagged to a NE or a SE direction, so you weren't far. In that situation, it was probably best to set up an ambush nearer AM52 and wait.
Trial & Error is the only way to learn this.