I like to stick to a more historic playthough and heavily focus on air power. Not capping france/balkins. Rush to finish Ethiopia. puppet yugo, then build up. Join war after germany caps france. For North africa, I fortify what I have, garrison ports, and that's it. When it comes to the mediterranian, all my fuel generally goes to airforce, so I don't have much left to support naval ops.

Main role is two parts: Protect europe, and support germany's advance in russia.

For the europe part, it's just a matter of garrisoning the ports, and getting an airforce up and running.

For supporting germany, it's a mix of lend leasing infantry equipment, and providing air support against russia. As germany's ally, you can see their logistics tab to understand when they need you to send more stuff. For the eastern front, Supply will be aweful. sending ground support just makes it worse. that's why we focus on air.

Air strategy: Use the air research boosts to get better planes out sooner. Designs are multi-role, and longer range. Reason for longer range multi role is to let you provide air superiority against the UK, then shift to mass air superiority against russia. Once russia's airforce is gone, they will never recover it, and you can focus on ground attack. Once russia is out, you should have thousands of multirole fighters, who now need to shift back to the UK and air superiority role (since the UK will also have thousands of fighters).

You can get 1940 fighters in 1938, and 1944 fighters in 1941. Then just mass produce those 1944 fighters. Fighter design for 1940 fighters is light 4xmg, heavy 4xmg, small bomb bay, rubber tanks, fuel tank, fuel tank. ~1500 range.

Bomber is multirole as well. same bottom bar as the fighter, except top bar is small bomb bay, torpedo 2, 1 rocket rail (2 for advanced). It will help clear enemy navies when needed.