FS/FN convoys are difficult to interpret and difficult to explain because they were numbered in phases rather than dates. Further complicated by an FS series sailing Scapa to Norway. Researchers often give their own designations such as 1/31 which means convoy 31 in the first phase but as you can see your information gives it as 0031
You are correct in that FS convoys sailed Methil to Southend and reverse as FN convoys. but from late 1939 until early 1940 these convoys sailed Tyne to Southend and reverse, Methil to Tyne were designated MT southbound and TM reverse. Convoy FS 31, in 1939, sailed Methil to Southend.
The website convoy.web gives good information but this is often flawed. For example Arnold Hague (considered to be the main man concerning convoy research) says FS31 in 1939 had no naval escorts.
I have attached a couple of pages which may help you understand the phases.
Like I say difficult to explain.