merchant fleet gone

[Houtje]

As Sweden, I sent my merchant fleet to the NE of Britain. Two turns later I checked on them, and the entire unit had disappeared! I checked my Military and they were gone from the list as well. They haven't been in a fight. I remember setting their supply on 'forage'. Did this kill them? If so, I wasn't notified of this. Anyone have any ideas of what happened?

P.S. I'm still learning the game and maybe made some basic error.