On the most recent item added to the changes list on topic of "if you lose a contact type, say thermal, of a ship you are moving to. The game will check if there's another contact type for the same ship, say EM. And follow that."
I'm on my phone and at work so I can't check if there is 1 ingame, and off the top of my head... I can't remember if there is or not.
In the intel menu for contacts, is there a "last known position/speed/vector" in there?