I think I found the answer. Convoy SC 129 was ordered to change course to avoid a patrol line of U-Boats. The presence of this patrol was confirmed as a result of decoded enigma messages. The Germans then intercepted and decoded the orders from New York to the convoy which ordered them to change course.
Here is the entry from the site:
A second high priority Radio Intercept contained a message radioed at 2200 on 5.5., instructing convoy "SC 129" to proceed east from BC 8184 via points CD 1566 and CD 2819.
This very definite avoidance of the "Amsel 4" patrol strip which had been in position until 7.5. and of the "Elbe - Rhein" patrol which was ordered to take up station on this day, makes it most important to demand how the enemy was able to intercept our patrol strip. Apart from any location by planes of which we remained in ignorance, the very busy exchange of radio messages when attacking convoy No. 36 in AJ 60 may have given us away. A weather report was also made on 5.5. from the south position of the "Amsel" strip. Despite the suggestions given this almost circular detour remains critical. It may be possible that as a general rule enemy air reconnaissance picks up all our patrol positions by location, but this cannot be assumed. It is also considered unlikely that the enemy has cracked our ciphers unless he has captured one of our boats. The possibility of his having cracked our ciphers has been cancelled out by an immediate change in the cypher setting. Other possible sources of leakage are again being checked. Corresponding action is reserved.
The next day, on May 9th, this entry was made:
Group "Elbe" is proceeding S.W. and has been ordered to form a patrol strip from BD 8111 to CE 1849 during the evening of 10.5. to intercept the "SC 129" convoy on which we have information from high priority Radio Intercept. The convoy should arrive in this area about 10.5. U 402 is again joining Group "Elbe". Boats of this group requiring fuel will replenish from U 119 in BD 1255.
What is interesting here is that the Germans felt that their cipher was broken and reacted to it, and in doing so were obliged to change the patrol areas of the U-Boats. The convoy was re-routed twice to avoid the U-Boat screen that the Allies knew was there.
And finally, on May 10th:
Operation against "SC 129":
Two new groups were formed from "Elbe" and "Rhein" to intercept this convoy:
U 634, 575, 584, 650, 752, 614, 709, 533, 569, 231, 525, 514, 468, 267 to be known as "Elbe 1" and form a patrol strip from BD 5711 to 8747 at 1100 on 11.5, adjoining to the south U 103, 621, 448, 466, 223, 454, 504, 402, 377, 359, 107, 383, 186 will form a patrol strip known as "Elbe 2" from BD 8777 to CE 4219. Except for U 584 and 614 all the boats have sufficient fuel for this operation. The convoy is expected from 1300 onwards.
b) 1) Because of the position report made by U 129, stating that shipping was encountered proceeding round Hatteras, U 521, 66 and 190 have been given CA 87 as their new approach point.
2) The first boats to arrive in the area south of Greenland were divided into two separate strips. U 304, 227, 645, 952 and 418, known as Group "Isar", man the patrol strip from AJ 3169 to AJ 3595, U 109, 202, 664 and 91 known as Group "Lech" man the patrol strip from AJ 8972 to AK 4258. U 340 and 731 are also making for AJ 30 to reinforce these groups.
c) 1) U 168 was in BE 5346 to 1700 on 11.5. to hand over bridging cables ("Uberbrueckungskabeln") to U 405, who had been damaged by air attack.
U 228 proceeded to AK 8769 to the tanker to repair damage caused by air attack.
2) U 92 and U 954 refueled from U 119 for further operations; U 628 for return voyage.
d) 1) U 262 reported that she had carried out her task, but found nothing. For further information see Operational Order "Elster" (Not included as appendix).
2) U 511 has left port to carry out task according to Operational Order "Marco Polo" (Appendix).
3) In a submarine situation report published on 7.5. by the enemy, he calculated 10-15 boats patrolling East of Cap Flamond. Southern boundary 420 N. This apparently covers both the "Amsel 3 and 4" strips, they numbered 12 boats and were disposed in BC 3927-6637 or BC 9275-9872 until 7.5. Despite the weather reported by U 403 on 5.5. in BC 9872 only location by enemy aircraft can be accepted as the cause of our boats being picked up. This also accounts for the detour made by the "HX" and "SC" convoys. (italics mine)
V. Reports of Success:
U 195 - 1 ship 5,000 GRT
Kinda freaky, really. Both sides reading the other's ciphers, both sides suspecting it, and both sides reacting... sounds like a great movie script.
Dean.