@redrum The rulebook (for example Pacific 1940.2, page 11) says:
During your Combat Move phase in which you entered into a
state of war, your transports that are already in sea
zones that have just become hostile may be loaded
in those sea zones (but not in other hostile sea
zones). In effect, transports may be loaded in their
initial sea zones for amphibious assaults before war
is declared, while the sea zone is still friendly.
I have attached a savegame (1.10) that shows a respective scenario.
On UK 1 UK moves a ship into SZ 20 to share that (not hostile) seazone with a Japanese Transport.
On Jap 2 Japan declares war on UK. Seazone 20 immediately becomes hostile. Now Japan should be allowed to load the transport in SZ 20 and perform a Combat Move.
Here TripleA handles it correctly.
Maybe you can provide a savegame, @seancb, including the scenario that occurred to you?
(Edit: Here is the savegame (same result) for the latest 1.9-stable: 0_1545208873850_dowloadtransport_1_9.tsvg )