If I restart another game like that, would start building them in 1936 ASAP so I can get more and would not develop INFRA as much at start...
That is a major mistake. At initial sliders plus the one move hawk lobby from rhineland the production of new military units costs 32.25% more icd compared to full hawk lobby and 46.54 more icd compared to having the one move free markets aswell. That however is still missing the effect from maintenance costs. Cavalry has higher maintenance costs and lower building icd than Mot. Still i disadvise to use serials longer than 720 days for Mot as else slightly better gearing bonus is outweighed by higher maintenance costs. For Cavalry you should aim for serial lenghts between 660 and 540 days. Practically speaking it would best to start the serials after Anschluss. Between Anschluss and Danzig slightly less than 540 days pass, but at Anschluss you get one free step hawk lobby you would likely want to utilize. If production starts at 1938/03/30 510 days pass till danzig at 1939/08/30.
For best short term results you will also want to go for central planning instead of free markets. Sadly this will increase icd for building and upgrading military a lot, but in the short term central planning helps to maximize the entirety of your military and it does increase available tc that you will need very urgently.
At full hawk lobby(that needs 2 manual steps hawk lobby prior to Anschluss) cavalry will cost you 7.2 ic over 76 days. Six units take 399 days, seven units 453 days. Including 80 days of retooling that will be 479 days and 533 days. Anschluss may or may not have happened at 1938/03/02, but adding the serial of semimot Cav-none to the production queue seems reasonable, as that mean that you will have 7 units per line at 1939/08/25. 20 such lines will cost 144 ic over the earlier mentioned 533 days.
If you start 20 lines of SpArt1938 at 1938/08/11 retooling will be done at 1938/09/21 and seven units per line will be done at 1939/08/25, probably a few days earlier due to your Chief of Army. That ministers will also slightly reduce the ic needed for for 20 lines. Prior to the Chief of army discount they cost 96 ic over 374 days. In total you pay 112656 icd for 140 semimot Cav-SpArt1938 in time for Danzig.
One could also try to tech rush SpArt1940, but then one is lucky to have done 4 units per line in time for Danzig, so that would about double the daily ic you need to spent on it. That might not be the best approach. Upgrading will likely have to be done largely after Danzig. One could also try to build the SpArt directly attached to the Cavalry, but that might cause too much ic needed too early. So while building them seperatly is inconvenient from a gameplay perspektive it likely is convenient from an ingame perspective.