I created a convoy route at the end of my turn and didn't close it with an order. The convoy route came back with all of the convoy routes that I had set up using standing orders included. It was my understanding that the next order to run after the last order, ie the first standing order, neede to be an order not allowed in convoy routes. In my case, the first 10-15 orders were XEXPL orders and not orders that could be included in the convoy route.
It appears that the convory route creation at the end of the turn thing is broken.