I believe you are talking about the level 1 infastructure provinces (not 10). Most of the interior of Africa is impassible level 1 infastructure provinces and with a few exceptions only the coastal strips up to 2 provinces in, have higher levels allowing troop movement and supplies to pass.
These coastal strips are then broken into effectively 3 different sub-continents, by blocking level 1 infrastructure provinces on the coast. One blocks exists about 6 provinces below Casablanca, another about 8 provinces below Cairo and the third is to the south west of Ethiopia. Thus you get North Africa, South/West Africa and East Africa as 3 seperate sub-continents.
Now you can connect North Africa to Italy by annexing Yugoslavia, Greece, Turkey, Syria and British Palastine. But to connect to South/West or East Africa you can only do that if you build up the infrastructure in the blocking provinces. It only needs to be level 2 and is easily enough done but it is a really bad idea. This is because while they remain isolated, the supply source for these sub-continents remains local. For East Africa this usually means the port of Edd, for South/West Africa this usually means the port of Boma assuming that you own them.
If you don't unblock the 1 infastructure provinces you have to run convoys down to those isolated sub-continents though potential dangerous RN patrolled waters. Or do you? Italy starts the war with significant forces in East Africa and can build up a good supply stockpile of supplies down there before the main war with the allies (Britain) kicks off. As for South/West Africa bounce a few Marine divisions down there and invade Cape Town, taking that province captures enough supplies for that entire sub continent for the rest of the war. Assuming you don't overdo your forces, but you don't need many. 1 mechanised corp of 5 divisions plus 3 Marine divisions is plenty. Expand out from Cape Town using your Marines to invade ports and then linking the new territory to Cape Town using your mechanised units. The only naval risk is to the troop transports but the enemy fleets you do meet are likely to be DD or SS only. So just bung 3 or 4 Light Cruisers into your transport fleets and they will own.
If instead you unblock the 1 infastruture provinces the supply source for South/West and East Africa will become Rome. Supplies will have to travel some 200 odd provinces to reach their destinations and the supply cost would be enormous. For example lets say you have 5 Infantry Divisions in say Cape Town, each need 3.0 supply per day. Combined they would start drawing 15 Supply from Rome, it would take 200 days for the first supply to reach them and at that point, 200 intermediate provinces would each be sat with 15 supply in them, 3000 supply commited to supplying those 5 Infantry divisions. But it is worse than that, because each intermediate province charges a supply tax of 0.1 supply, which I assume means 20 supply per day across 200 provices. I'm not certain how that is paid but would guess that Rome would actually need to pump out 7000 supply into the chain to cover the tax and ensure 15 supply actually gets to the other end.
Frankly the only way to keep your units supplied, especially during the first 200 days, would be to create a load of supply convoys (whom would suffer at the hands of those enemy DD and SS fleets) delivering supply into each captured port. However, only the units actually in the Port provinces would receive the supply. Units in other provinces, would only draw supply (accidentally) from those Port provinces if the port province was in the general supply path back to Rome. If they moved in a different direction they could end up starving while supplies could be sat in a neighbouring province outside of their supply arc. Worse, at a certain threshold, any supply stockpile that you might have shipped in or captured will start moving back to Rome. If you have got a unit sat on top of the stockpile, they might hold down a couple of hundred supplies but not the full 35000 that you typically capture at Cape Town.