[My preferred choices are bolded.]
GERMANY (1941, 1942.2 & AA50 Baltic SZ 5) (G40 Baltic SZ 113 & 114)
ITALY (1941, MED SZ 16) (1942.2, MED SZ 15) (AA50, MED SZ 14) (G40, MED SZ 95, 97)
1941
SZ 5 (Baltic Sea SZ)
SZ 6 (North Sea SZ / Northern UK Atlantic SZ)
SZ 15 (West Med Sea SZ)
SZ 16 (Central Med Sea SZ)
1942.2
SZ 5 (Baltic Sea SZ)
SZ 6 (North Sea SZ)
SZ 14 (West Med Sea SZ)
SZ 15 (Central Med Sea SZ)
AA50
GERMANY
SZ 5 (Baltic Sea SZ)
SZ 6 (North Sea SZ)
SZ 13 (West Med Sea SZ)
ITALY (AA50, MED SZ 14)
SZ 14 (Central Med Sea SZ)
1940 Global
GERMANY
SZ 113 (Western Baltic SZ)
SZ 114 (Central Baltic SZ)
SZ 112 (North Sea SZ)
SZ 125 (Norway Sea SZ) [OOB Convoy SZ for Norway]
SZ 126 (Northern Norway Sea SZ)
ITALY
SZ 95 (Sardinia and Sicily SZ)
SZ 97 (Adriatic SZ) [OOB Italy’s Convoy SZ]
SZ 93 (Southern France SZ) [OOB Convoy SZ]
SZ 94 (Algeria and Tunisia SZ)
SZ 96 (Malta SZ, UK’s controlled)
[This SZ 96 could be an optional Italy’s Convoy SZ which is neutralized as long as Malta is not captured.]
ATLANTIC RUSSIA (1941, 1942.2 & AA50 SZ 4 : Karelia and Archangel)
(Global 40 SZ 127 : Karelia, Novgorod, Archangel and Nenetsia)
[My preferred choices are bolded.]
1941
SZ 3 (Iceland SZ)
SZ 4 (Coastal SZ of both Karelia S.S.R. and Archangel)
1942.2
SZ 3 (Iceland SZ)
SZ 4 (Coastal SZ of both Karelia S.S.R. and Archangel)
AA50
SZ 2 (Iceland and Greenland SZ)
SZ 3 (Northern Norway SZ)
SZ 4 (Coastal SZ of both Karelia S.S.R. and Archangel)
1940 Global
SZ 123 (Iceland SZ)
SZ 124 (North East Atlantic SZ)
SZ 125 (Norway coast SZ) [OOB Convoy SZ for Norway]
SZ 126 (Northern Norway SZ)
SZ 127 (Coastal SZ of Karelia, Novgorod, Archangel and Nenetsia)
UNITED STATES of AMERICA
East Coast (1941 & 1942.2 SZ 11) (AA50 SZ10) (1940 Global SZ 101)
1941
SZ 22 (Brazil SZ)
SZ 12 (Caribbean SZ, West Indies Island 0 IPC)
1942.2
SZ 22 (Brazil SZ)
SZ 18 (Caribbean SZ, West Indies Island 1 IPC)
SZ 12 (Mid-Atlantic SZ, near East Cost SZ)
AA50
SZ 18 (Brazil SZ)
SZ 19 (Caribbean SZ, West Indies Island 1 IPC)
SZ 11 (Mid-Atlantic Azores SZ, between East Cost SZ and Gibraltar SZ)
1940 Global
SZ 85 (South Brazil SZ) [OOB Convoy SZ for Brazil and Argentina]
SZ 86 (Brazil SZ)
SZ 88 (British and French Guinea SZ, Up North Brazil SZ)
SZ 89 (Caribbean SZ, West Indies Island 1 IPC) [OOB Convoy SZ for Central America, Southeast Mexico and WI.]
SZ 102 (Mid-Atlantic SZ, near East Cost SZ)
UNITED KINGDOM
(1941 & 1942.2 : SZ 6, 7, 8 )
(AA50 : SZ 2, 3, 6, 7, 8 )
(1940 Global : SZ 109, 110, 111 & 119)
1941
SZ 9 (Northern Mid-Atlantic SZ)
SZ 10 (Eastern Canada, Halifax SZ)
SZ 2 (Greenland SZ)
SZ 14 (Gibraltar Atlantic SZ)
SZ 23 (French West Africa SZ)
1942.2
SZ 9 (Northern Mid-Atlantic SZ)
SZ 10 (Eastern Canada, Halifax SZ)
SZ 2 (Greenland SZ)
SZ 13 (Gibraltar Atlantic SZ)
SZ 23 (French West Africa SZ)
SZ 17 (Egypt & Trans-Jordan SZ)
AA50
SZ 8 (Northern Mid-Atlantic SZ)
SZ 9 (Eastern Canada, Halifax SZ)
SZ 2 (Greenland, Iceland SZ) [As an IC’s production SZ, it is a little less interesting.]
SZ 12 (Gibraltar Atlantic SZ)
SZ 17 (French West Africa SZ)
SZ 15 (Egypt & Trans-Jordan SZ)
1940 Global
SZ 117 (East Northern Mid-Atlantic SZ)
SZ 118 (West Northern Mid-Atlantic SZ)
SZ 106 (New Brunswick, Nova Scotia: Halifax SZ) [OOB Convoy SZ]
SZ 121 (Greenland SZ) [Too far out of the shortest shipping line on the Europe map.]
SZ 91 (Gibraltar Atlantic SZ)
SZ 87 (French West Africa SZ)
SZ 83 (South French West Africa SZ)
SZ 82 (Nigeria & French Equatorial Africa SZ) [OOB Convoy SZ]
SZ 98 (Egypt & Trans-Jordan SZ) [OOB Convoy SZ]
SZ 99 (Cyprus & Greece SZ) [OOB Convoy SZ]