Saint Helena
Throughout this period, Saint Helena was an important port of call of the East India Company. East Indiamen would stop there on the return leg of their voyages to British India and China. At Saint Helena ships could replenish supplies of water and provisions, and during war time, form convoys that would sail under the protection of vessels of the Royal Navy. Captain James Cook's vessel HMS Endeavour anchored and resupplied off the coast of St Helena in May 1771, on her return from the European discovery of the east coast of Australia and rediscovery of New Zealand.

Q: Vessels of what navy protected convoys?
Royal