If you do not control a mediterranean port, then you can probably not create a convoy in the Med. The Med is closed off by England at Gibraltar and the Suez canal unless you or your allies have taken either one. Any convoy from German/France territory that you control has to go thru one of those two points.
Next game do not create Croatia as Germany needs those Mediterranean ports more than they need a small ally. Then you can set up convoys to your ally's territory in an effort to supply your troops. But that is harder to do in 1.06c as the damage done to convoys has increased a lot.
You have to plan a strategy that deals with allies as well as enemies. HOI is basically a country based game rather than an alliance based game. You can help your allies but you need a place in any theater of operations that you control to make things run well.
BTW the game does not handle things like Afrika Korps well in the game nor can it handle things like D-Day. Anything that requires two or more countries in an alliance cooperating together smoothly requires a lot of work and workarounds in the game. Do things for yourself first and then help out your allies. The more than you control things rather than your allies, the better off both you and your allies will be.