http://phpdiplomacy.net/board.php?gameID=4668 That's the game. I'm Italy and since my fleet in the Ionian Sea was just going to hold I figured it would be more amusing to write a worthless support order.

Yes, that is very much part of my playing strategy. When a unit is going to hold but could instead be ordered to perform a completely impossible move I like to write the odd order instead. This usually comes in the form of moving an army to a supply center controlled by another country using their fleets to convoy it. The result is a nice big red arrow across the map with an X through it :)

This seems very odd..... but can these illegal orders actually be finalized? It sounds to me as if you're just describing the oddities that arise between updates.... for example, 'The fleet at Ionian Sea hold' is first changed to 'The fleet at Ionian Sea support move' - the order is updated, and the options appear to support moves to various territories, including Albania. Albania is selected, the order is updated, and the options appear to support the move FROM various territories, including Greece. Greece is selected, the order is updated.... but then you change your mind, and decide to support a move to the Eastern Mediterranean instead.... however, until you update again, the 'from' options are still those pertaining to Albania.... at that moment, it might appear as if you can support a move to the Eastern Mediterranean from Greece, and you even have buttons that promise to update and finalize that order.... but if you were to try it, you'd soon find out that you can't.

I'm fairly sure it is a bug in the convoy orders.
You can attempt to convoy an army to a sea territory.

if there had been a fleet in that territory you probably wouldn't have been able to support from greece to east med.

and if you try to order the unit to move from greece, (army or fleet) i don't think east med will be an option.