The convoy would stay togeather. Scattering on the first sign of enemy activty would defeat the purpose of convoying to begin with. Now, from the perspective of someone aboard ship it may seem this happened. It is possible that the convoy spread out to make torpedo hits less likely and therefore it might seem to have "scattered." But, after many years experiance at sea, any ship not within a few miles of the one I am on isn't often visible and, even when it is it is often just a speck on the horizon.
Mostly what you see at sea is the sea.
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