I saw the AI often bombard my advancing units.
Further I would also like very expensive Settler, perhaps needing a small wonder?
In my game air support was very crucial for sea battles, it was land based, but if I would fight in the deep ocean I would be glad to have carriers with me.
I also noticed, that the Russian have to much culture. Espacally the relation Leningrad/Helsinki: The Manheimer Line soon falls into the Russian hands by culutral advance.
Another suggestions:
After splitting up the low lands in Holland and Belgium, I would make the part of the allied alliance. This is not historical correct. But it is better then have the allies declare war on them, wich is far worse (in my game this way, the english troops and the dutch fleet were destroyed without result by that).
Paratroopers should have a higher Defense than offense rating. I mean paratroppers are used only to overwhelm any resistance by surprise and then hold out until the main troops arrive. Further the should have a better defense than their offense now, because their are Elite Units. Perhaps you give them -1 HP, because of their lack of heavy equipment. Perhaps the germans should get special paratroopers, as Fallschirmjäger fought very well, espaccaly in France as Elite units.
Report:
1940:
Prolog:
After sending most troops to Copenhagen to be shipped to Norway (one army and a SS-Division already in front of Bergen), I gave Soviet Union 50 Gold, because I did not want war with them now. (my Plan was: Skandinavia, Crete and Corsica, then England and then Decide it in the East). The Luftwaffe was redeployed to Copenhagen and Lisabon to support the ,,Weserübung" (Invasion of Norway) and to hunt down allied Ships near Gibraltar.
I deceded to build an ,,Ostwall" for the case, the Soviets would attack, the captured Norwegian Workers will be useful for that.
I noticed my failure, as I forgot that I had a Right of Passage with Spain when I declerd war on them. Now the other Axis nations dont want to renew the right of passage agreement (only Italy, but only because I gave Dyes). So my Finnland Troops in the Manheimer Line were redeloyed to Königsberg.
Week 11:
The Soviets declared war on me, Helsinki did fall to the Soviets.
2 Battleships, 1 CA, 1 CL and 14 DDs appear in the baltic sea. I sent my remaining over water fleet (5 CLs, 13 DDs) to react, a newly build Type VII will be with them, Bombers from Copenhagen will engade the Battleships, the Stukas are exact out of range, and can only attack the Soviet CL (destroyed).
Redeploying Airunits form Athens (bombarding Crete), and Lisabon to Danzig.
Somehow my transports (with an army) to norway went missingm Russian Submarines?

.
Bergen easily captured, without airsupport (expcept destroying a Radar Tower near it two weeks ago).
All Soviet destroyes sank, loosing two own Destroyers.
Week 12:
Tempere conquerd by the soviets, 55 Soviet Submarines near Stettin.
One turn before the Transport in Athens for Operation ,,Merkur" (Invasion of Crete) the fins sign a peace treaty with Greece.
Loosing a Destoryer and a light Crusier, 7 Sovier Submarine were damaged, and 21 sunk.
Near Gibraltar, two U-Boot Type VII sank, 1CL, 1 CA, 1 DD, 1 CA-AA and a transport.
Week 13:
Only Kemi still finish.
(Asia: Hongkong, Philipines and Kanton Japanses, three Cities razed).
The two Type VII, sank 4 DD and 2 Transports near Gibralter, anoter 21 Sovier Submarines Sunk for the price of 4 Destroyers.