Examples of How to Have a 2nd Layer of Convoy Defense

In theory, you could have two battles when attacking/defending convoys. This is how one might bring it about.

The raider has a moderate sized squadron- CWL, 3xCW, DWS, 2xDW. They start in hex A31 (normal hex), and move to A32 (trade route), and have plotted to move to A33 as well.
The defender has a squadron in hex A32 with orders to intercept (technically interdict) enemy forces (either they started there or entered the hex on the same segment as the raider).
The first battle would be between the raiding and defending SQs (the raider could use a BM RX to avoid this). If the raider wins, they could then search the hex for a convoy. That convoy could itself be defended by ships assigned to convoy defense and/or normal defenses via E6.0.

The first battle might not happen if the raider encounters, for example, a DN SQ. The raid might not happen if the raider loses the first battle. The raid might be rolled for, and if the responding forces are too large (or the raider has hit their DI), it doesn't get fought (raider leaves before they engage). Note that the defended convoy's allocation could impact responding forces to other raids on the same segment (see below).

If the raider defeats the defender and defeats the defended convoy it could proceed to A33.

Very In the Weeds Defense

Assume the convoy defense has these forces available and which will respond to raids (there are other forces that could, but for this example, the dice will only have these respond):
AuxCVA (via E7.0), AuxCVL (via E7.0), 4xCA (assigned to convoy defense), 8xFF (assigned to convoy defense).

Assume the raider fights and wins against the defending squadron as above. They then proceed to raid the hex. Because they took substantial damage, they won't fight a defended convoy, only an undefended one. Assume they find a convoy that is in fact defended. They don't actually engage the convoy, but the responding forces are marked as responding for the segment.

If only one raided convoy was defended on this segment, then the defender will have the two AuxCVs, plus the 4xCA and 8xFF.

If the raider did three other raids on the same segment (and those convoys were defended), the responding forces would be smaller- 1xCA and 2xFF (plus the AuxCVL shows up somewhere). These smaller forces are easier to beat (and cause less damage before giving up), and might be worth the damage to the CWL SQ.