When you upgrade units is it possible to skip redundant levels? For example, if I have a 1918 INF but I have tech for 1939 INF, do they need to go through each level (1926, 1931, 1936, etc) before getting to 1939 or can they just jump straight to it?
No, it's not possible, but upgrade time and cost for redundant levels is reduced, so it is not entirely a waste.