It depends what you want to do. You could do a 3rd, which is order both ships to conduct the convoy. This isn't always possible, but if it is then the convoy works even if one of the fleets is dislodged. eg:
London->Belgium
EC convoy London->Belgium
NS convoy London->Belgium

Thank you.

so you can not support a convoy

What do you mean?
You can support-hold the units that are convoying making them harder to dislodge.
You can support-move the unit that is being convoyed so that you are more likely to 'land' it successfully
You can offer multiple convoy paths so there is less chance it will be stopped.
Surely that counts as supporting a convoy?

In another manner of description: Anything that isn't actually ordered to move can be supported with a support hold. (So, something that is holding, support holding, or support moving, or convoying can be support held.) Make sense?

It's been said but I'm not sure if everyone's getting it. Say you have an army in London, a fleet in the English Channel, and a fleet in the North Sea. You could do one of the following:
Army in London moves to Belgium via convoy.
Fleet in English Channel convoys from London to Belgium.
Fleet in North Sea holds. (or does something else completely unrelated to the convoy)

Army in London moves to Belgium via convoy.
Fleet in English Channel convoys from London to Belgium.
Fleet in North Sea support move to Belgium from London.

Army in London moves to Belgium via convoy.
Fleet in English Channel convoys from London to Belgium.
Fleet in North Sea support hold at English Channel.

Army in London moves to Belgium via convoy.
Fleet in English Channel convoys from London to Belgium.
Fleet in North Sea convoys from London to Belgium.

The first is your normal convoy. If there's a unit in Belgium, it will fail.
The second is supporting the move of the army. If there's a unit in Belgium with no hold support, it will succeed.
The third is supporting the fleet performing the convoy itself. If the fleet in the English Channel is attacked with one or no support, the convoy will still succeed, since a convoy must be dislodged to be interrupted.
The fourth is providing multiple convoy routes. If either route is valid, the convoy will be successful. Please note, however, that this does not constitute a support move for the convoyed army, so if there was an army at Belgium, the convoy would succeed, but the attack would fail and the army would not move.

Also worth noting, the second case could had the following instead of the fleet in the North Sea:
Army in Holland support move to Belgium from London.