My concern is that your fleet was out of position in the first place. Unless there is something I really need, I don't send a large fighting force half-way across the world. From what you said above, you already had a source of oil, coal, saltpeter and aluminum. I would make it a priority to secure a second source - though by oil and aluminum I usually care less about saltpeter and loss of coal is an inconvenience. But if I have a source, I usually don't make it an urgent priority - enough to send a large fighting force away from my main base (or to a nearby theater of conquest so they are close at hand).
Without completely knowing your world, it sounds like the Americans are a nearby neighbor. Wack them with that fleet and army and no more pirates. Worry about the long range enemy when they trickle in to attack you. With battleships and aircraft carriers running blockade, they probably won't even slip a transport past you.
Then you can just island/continent jump your way to the Romans or Vikings (or whoever) and attack them at leisure with secured supply lines.
One other thought - if the Americans can sail close enough to threaten your troop movements, perhaps you could seal up your cultural boarders and keep them out that way. At least if they are going to attack they will need to declare (or leave on demand) and take a few turns to make it to your transports, rather than jumping them in international waters. Depending on the map, that may or may not work. At least your transports will have warning to head to port.
A last thought (I know, shut up already) - ship chain your transports so that even if the Americans attack a transport or two, that is all they get. With a ship chain, all the cargo will be delivered every round. Better a 100 shield transport than a 100 shield transport loaded with 960 shields worth of MA. 200 shields is worth it in war happiness alone if ask me. Then you can show them what righteous vengeance looks like.