I'm assuming you've used the toggle detection range to place your sentries. As you can see submarines have a lower detection range than the rest of units (blue)
So the two alternatives are:
1) You placed your sentries wrong, allowing his subs to have enough range to escape from your detection.
2) He used a route in which you had no detection range. He could of move from Ireland to France, then unload and attack Paris from there in the same turn. Next turn you would detect his subs but his attack would'be already made.
From my personal perspective it does looks like your sentries were well-placed, so most likely he moved there from Ireland the turn before.