We're going to need some kind of stop gap measure. Wonder if we can make Armed Merchantmen to help guard convoys. As a third line they're better than nothing and in groups (3 or more) can most likely take down a Escort class Raider or Pirates. If we have some sprinkled in our troop transports we could have bagged a few more Dark Eldar ships and made them more cautious in their attacks. I'm also going to vote that we expand our shipyards as much as we can over other projects. And as you mention about the warship option we should get that a few times as well.
We currently have no Raider problem to deal with. Smashing the Dark Eldar is being done specifically to prevent one from forming.