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A) Where is Londonderry? I don't have the game up at the moment.

B) You can only build ports or airfields or infrastructure or factories if the province is "in supply", which seems to mean there is one of your units in it or in a province connected to it by land. You can't build anything in Belfast, for example, until you put a unit there. And now I remember where Londonderry is, so that is almost certainly your problem. Send a unit (infantry, militia, garrison, whatever) to Belfast and you will be able to build in Londonderry. I don't remember if basing ships in Belfast will be enough.
 
Belfast IS connected to the sea, and nothing can be built there either, until it is "in supply". The same goes for Corsica. I always send a unit there, but PanH's way would be better, if I ever set up convoys.
 
I find that it doesn't work to just set up a convoy. The convoy never moves anything, even if the game doesn't automatically shut it down. Just move a garrison or something to Northern Ireland and it's all good.
 
Yeah, to this day I don't know how to set up a convoy and get it to actualy ship things there if I don't have any units there already. Sad
There is no way other than having a unit in a province connected to this one. To be more explicit (I don't have the game with me), there are several chains of islands in the Pacific where a unit cannot move from one island to another one, but there is a connection for the supply. If you have one unit on any of these islands, you will be able to create ONE supply dump for all these islands, then you will be able to build on any of these islands because of the supply links.
 
Derry is a province in Ireland, next to Belfast. I'm not sure if it has its own province in DH as I don't have it.
 
To set up a convoy go in the production panel, below trade in the bottom right should your convoys.
Click the convoy button (with a ship and escort icons), you get a menu and have the choice to make a supply or resource convoy.
Before choosing there should also be settings that say something as such as: automatise supply system. Uncheck this.
Now click the supply convoy option.
Choose the origin and destination ports. Liverpool to Belfast, or such.
Choose 10 supply, 5 oil to send. Create the convoy.
Let this run for a few days. And look at the province you wanted, it should be in supply.
Build stuff.
You can reset the convoy system to automatic afterwards, the AI is fine if only for this problem otherwise.


The convoy AI doesnt run convoys when there no resources or no supply demands (units) in the overseas lands.
 
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In Darkest Hour, Northern Ireland is made up of two provinces, Belfast and Londonderry. That is why I remembered where Londonderry was as soon as I thought of Belfast as an example of a province that was "out of supply" until you put a unit there, or get a convoy working if you know how, like JRHINDO does.