Easy way to tell which planets have what level shipyards is to enable the display for shipyards. It is the credit icon. This allow you to see a number from 1 to 4 to the right of each planet, with 1 indicating Light Shipyard, 2 is for Heavy Shipyard, and 3 and 4 is Capital Shipyard.

I've also had a similar issue on destroy the transport ship mission. I've come in and taken out the supporting fleet and defences, only for the last transport ship to flee.

Once fled, the ship doesn't seem to come back. I moved my fleet away and gave the planet time to build it's shipyard back up (etc) but still had one transport to destroy which wouldn't return to the planet.

Hi. Transport/convoy after failed attack will go to nearest connected planet of the faction (usually CIS). If planet has no connections w/ other planets of given faction - it depends, and I yet haven't figured out wich one convoy will choose. Go to that planet and fight.

About building structures. Not all structures can be built more than one per planet. If you have a shipyard or "local infrastructure" buildings you are not allowed to build another same planet. Ground structures can be sold on RMB - sell (for 1/2 build price). Shipyard can be sold on reserch: button can be found on shipyard menu (blue crossed-out icon), marked 1 credit. Than you can build shipyard again. Better to activate basic info about planet in your hood by pressing credit sign top left side of minimap.

Shipyards marked with digits on the map near planet, follows:

1 - Light Frigate Shipyard
2 - Heavy Frigate Shipyard
3 - Capital Shipyard
4 - Dreadnought Shipyard

Game usuallu asks to build Light or Heavy Frigate Shipyard (Space), Local Infrastructure or Labor Camp (Land).