Are you using a "memory manager", or Large Address Aware applet? I can't remember... CapnScurvy has that
Windows10; Large Address Aware; SH4 Install write-up on it. Historically speaking, Torpedobait asked about one
Large Address Aware back in 2012 (follow the links). The newer version of LAA is seemingly the most stable, and definitely has the best interface. Some of those convoy and task force groups are entirely too large for the game, and they even have difficulty "navigating", as you've already seen, and that can kill cpu cycles. Throw in an airplane, and it may fall on its face.
If you are using that, have you tweaked any of the AI settings for when they break-off contact? If I'm remembering correctly, you changed their time over you without contact... ?? Could that be influencing the breaking of contact?