Germany and Japan (along with Italy and later others) were allies under the Tri-Partite Pact, although they did not coordinate to the extent that the Allied Powers did. This is why Germany declared war on the USA after Japan did.

The main problem with trying to coordinate is the sheer distance between Germany and Japan. Any troops or supplies would have to either go through Russia, obviously not an option, or travel by sea. Sea travel runs into a number of other problems. Firstly, the German surface fleet was largely stuck in the North Sea and Mediterranean. With the Suez Canal cut off by the British, any Axis convoy would have to brave the Straits of Gibraltar or try to break out of the North Sea before then having to sail all the way around the southern tip of Africa and then east to Japan. Even assuming they got out without a scratch its a very long way to go with very limited opportunities to refuel or stop for repair.

There were a couple of attempts to use submarines, but it turns out submarines are lousy cargo ships. They're small, slow, don't carry much cargo and are very vulnerable on the surface.

The supply situation, particularly as the war dragged on, was also dire for both powers. It would be hard to justify committing the ships, fuel, ammunition and manpower to a convoy that could be better spent at home.