Slitherine

I am not sure about this, but it appears to work.

On the turn of German entry I moved the German U-Boat into the Skagerrak. On the following turn I positioned it in the hex NW of Malmo, Sweden.

I can't say with metaphysical certainty that this is the answer, but so far I have not seen a British submarine in the Baltic.

Easy way to test would be in an MP game. Seems a bit gamey though the CPs would be welcome