FalconSS, the easiest way to get your convoys to work is to use the "Create All" button to create the roads. The "Redo All" places the start and end points for the convoys. Use the "Redo All" if you make elevation changes, or move towns, factorys, and/or fields around.
That said, you have to make sure the factories, towns, and fields are all "Group Masters" and are in the correct zones.
Towns should be owned by the field they are attached to.
Factories are country objects and not field owned and need the zone set correctly.
Oh, the convoys/trains are driven by the server, not the client.