Searched back to May 2009 and didn't see anything on this in forums...
I'm playing 1939 Scenario as Allies vs. Axis Computer AI in Grand Strategy Game. I'm currenly up to June 1940 in the Game. Thus far, I have seen normal (i.e. same behaviour as original non Grand Strategy Game) convoy activity leaving US/Canada. However, 3 convoys thus far have gotten to west coast of UK and gotten stuck there. One sat right next western port in UK for over 5 turns and never delivered its PP.

It then moved off couple hexes to the south of the port right next to UK coast line and is just sitting there.

A 2nd convoy has come along, moved right past the same port (vs. delivering its PP into the port) and proceeded to sail to sit right next to the 1st convoy. A third convoy has sailed up through waterway from south between Ireland and west coast of England past another port and now seems to also just be sitting there. This is vexing and totally messed up. France looks like it'll fall in ~ 4 turns and I fully expect an invasion of the UK after that as I"ve not been able to build up naval and air units to be able to defend it. I never saw convoys behave like this in the orginal game. Note - I'm playing GS mod on top of the latestet ver. of the Original CEAW game purchased from Matrix Games in Dec 2009.
Mike