OK. I’m not sure what the actual game situation really is here, so I’ll just address the rules question. The rule is that transports may load in a hostile sea zone only if they started the turn in the sea zone and it just became hostile as a result of a declaration of war in that turn. Beyond that, all normal rules applying to units beginning the turn in a hostile sea zone apply.
For example, if a German transport and a Soviet battleship share sea zone 115 at the beginning of G2, then Germany declares war on the USSR at the beginning of the Combat Move phase, Germany may load units from Finland onto the transport for an amphibous assault on Novgorod despite the presence of the Soviet battleship. However, those same units may not unload into Novgorod unless the Soviet battleship is sunk, clearing the sea zone of enemy surface warships and making it friendly to Germany.
Of course, per the normal rules applying to units beginning the turn in a hostile sea zone, if Germany is not planning on attacking the battleship, the transport must leave the zone in the Combat Move phase. It may, however, still load the units from Finland if it wants to make an amphibious assault elsewhere.
These rules have been in effect in AA40 from the beginning, and have not changed.