Really Cold War for me is literally the most interesting time period for a grand strategy game. Though it would have to heavily focus on diplomacy. I am usually the non-world conquest type of player, I try to keep the game fun for myself when I play single player by not destroying AI rival countries in 1 war, or expanding too much as to make myself overwhelmingly strong compared to rivals. A Cold War game would involve the least amount of war out of all Paradox games most likely, but if every other system was done well it would be a perfect game for me personally. Just make it like Vicky 2 but for the 20th century and add espionage, proxy wars, insurgency mechanics, more diplomatic options, superpower mechanics where you can sphere great powers, bloc mechanics representing NATO/Warsaw Pact/EEC/OtherAltHistory organisations, UN voting mechanic etc. It would have to be a full budget game like HoI4 or EUIV, I don't doubt East vs West failed to an extent due to a lower budget than a full PDS game. Still EvW was something I was really eager to play....
All these things I outlined would make the Cold War GSG pretty damn fun. Although it would probably be really hard to implement all these systems.
I'm still waiting for the mythical Cold War PDS GSG, my favourite GSG was Vicky 2, I am also eagerly awaiting Victoria 3 but really, if I had to choose Vicky 3 or Cold War. I would have chosen Cold War as my preferred game.
Although it seems this game which is about to be announced will be Rome 2, or a fantasy GSG. Though I suspect Vicky 3 is also in development - just not far enough to be announced. Saying 'this is not the year' in the trailer kinda implied that some future year they will be announcing it. Since there are 2 PDS titles in development (only 1 being announced this Pdxcon though), I believe the 2nd one is actually Vicky 3, which will release next year on Queen Victoria's 200th birthday. A man can dream.