Just got sh4, had this problem myself.
First of all, when the scenario opens, **you have enemy aircraft closing**, a zero. Dive so the zero doesn't detect you. Peep around with the periscope until he's gone.
After that, I've done it two different ways. One is to pace the convoy out of radar range of the escorts until nightfall. Makes things a lot easier - the lookouts on the escorts are sharper on a scope wake in daylight.
But it's best just not to give the enemy a scope wake.
So the other way I did it was to immediately dive below the layer, battle stations, rig for silent running and scoot nne right under the escort's path. Don't rely on periscope, just pay attention to the sonar reports.
Once you're in the escort's baffles you can set up your attack. Surface to periscope depth, take some observations but for the love of Mike stay quiet. Keep it to 1/3 power ahead or back. By the time the escort's over you you shouldn't have to make too many huge corrections anyway.
If you line them up fore and aft you should easily take down enough tonnage to end the scenario.
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