You have missed the diplomatic part of the game

You can freely negotiate with everybody except Allies and Soviets. It helps much the war effort.
Playing as Axis I usually make peace with France after conquering northern part of it. Then I give some money or technologies to them and ask France to declare war to Allies. I do the same with Spanish and Turkey. They are willing to attack Allies after some gifts.
Turkey will tie down most Allied reinforcements in Middle-East, making them weaker in Africa. Spanish will neutralise Allied airforce in Gibraltar and have even chance to take the fortress. French Mediterranean fleet is big help for Italian navy and their Near-East colonies also tie down great number of Allied troops.
Special units:
It seems that Allies have airlifted Polish infantry from Great Britain to Egypt. At the beginning of the scenario they had one Polish infantry in Norway and 3 in England. They have good attack but relativly weak defence and Allies can't build them.
Special units are new to scenario and they need much testing to get the balance right. Here is overview about them:
Axis special units:
SS Panzers - very strong and fast tank unit, they get better as time passes. At the beginning Axis has one SS Panzers unit, in December 1940 they get one more and in January 43 the third one.
Spanish Legioners - strong infantry unit, equal to Polish infantry. Axis gets three of them in July 1941 (Blue division).
Allies special units:
Polish infantry - strong infantry unit. Allies have 4 of them at beginning (in England and Norway), in both March and August 1942 they get one more in Middle-East as general Anders army.
Soviets special units:
Guard tanks - strong tank unit, get better over time, weaker than SS Panzers. First appear in November 1941.
Polish infantry - Soviets get one in July 43 as Tadeusz Kosciuszko division and 2 more in December 43 (general Berling's army).
Most special units are recreated once per season when lost (sent back to home to rest and refit after serious battle losses). If a unit is lost twice per season then it is gone forever. This rule makes special units to survive longer. Exception is Russian Guard Tanks which will not be recreated when lost (they get 2 Guard tanks every year).