One item of note is that a couple of DDs won't do much to catch a submarine; you need a half-dozen or more to have anything more than the barest sliver of a chance of engaging. In one earlier game, I had three DD fleets with 4 ships each scouring the close confines of the Baltic for one lone sub, and it took over a year to finally catch and kill it. In retrospect, a larger DD fleet would have helped considerably, but hunting in the open Atlantic or Pacific would have been a lot harder. A CV or CVL can boost the odds a little, and the CAG will deal a lot of additional damage if your DDs do manage to engage, usually enough to sink the sub. Mainly, you need to research the ASW techs and submarine spotting for your DDs, which should shift the balance of subs versus convoys in favor of the surface ships by mid-war.