Looking at the save now, will list things that could/should be changed as I find them.
Political:
Your military command is very suspect. You hired the CAS expertand the naval AA expert. The CAS expert is bugged and doesn't work, and the naval AA expert is nearly useless and not worth the high command slot. I would hire the army regrouping expert and the infantry expert to go with Rommel, alternatively I would grind up a general with the combined arms expert trait and hire him to your cabinet as a combined arms expert over the regrouping expert. This will maximize the bonuses you can get on your tank divisions. I also would have hired Krupp and Opel by this point if not also the raiding fleet designer. Where did you spend all of your political power this game?
Industry:
You have line AA in one of your infantry templates and double motorized AA in each of your tank templates. You already have support AA in every division, you don't need line AA too. Support AA does 99% of the work by itself, the extra is more or less wasted investment for infantry. It's fine in the tank templates if you're losing the air, but you're winning the air war so you don't need it this early in the war. You also have 15 factories devoted to AA production as Germany to supply all of this, I'd drop that down to 2-5 factories at most, freeing up at least 10 factories for something else. You have over 5k surplus AA guns, you don't need that many factories on them.
You have 15 factories on guns, with almost 80k surplus. You don't need that many factories on guns, especially not with such a massive surplus. I'd drop that down to 5 if not 1. You get so many guns from countries you capitulate, and when you take France you'll have even more. 14 factories could be saved here.
You have 15 factories on artillery with over 2k surplus. Same as above, I would drop that down to 5 at most, but likely only 1 or two. You have some big divisions with 3x line artillery, I don't build anything like that and save on artillery as a result. I pretty much only push with tanks and never use offensive infantry aside from marines. And even in that circumstance, tanks with amtracs instead of mechanized or amphibious tanks do a better job. That's another 10 factories saved at minimum.
You have 5 factories on trains, which in this save I can't really complain about because you're actually at a bit of a shortage of trains, but I don't know how you got to this point unless you've been logistic bombed a lot. I usually am fine with only one factory on trains as I keep air superiority and don't lose trains to bombing. But in a normal game I would save another 4 factories here.
You have 5 factories on light tanks. I wouldn't bother producing them with more than 1 factory, and only for garrison purposes and maybe light tank recon. Drop this down to 1 or 0 and save the factories. I would also drop the light tank divisions entirely, or just keep the starting ones around until you run out of tanks, then consolidate them and eventually convert them to mediums as you run out of lights.
You have 5 factories on trucks with a 2.2k surplus, I would drop that down to 1 or 2 factories, saving another 3-4.
You have 7 factories on tactical bombers and CAS, I would pick one and produce that. For Germany I would probably choose CAS since the air regions are smaller in Europe. Drop the TAC production altogether unless you want to logistics strike deep into Russia. I'd bump CAS production up to 15 if you're winning the air war, drop it down to 5 if the air war is even, or drop CAS altogether in favor of fighters if you're losing the air war. In multiplayer CAS isn't really that great to begin with since everyone will have AA so just producing fighters and naval bombers is better, but CAS can be very useful in single player.
I'm seeing at least 46 military factories that could be saved and put onto planes and medium tanks, potentially up to 53 more. And that's just with the industry you already have, you could probably have more mils than that with optimal construction.
You currently have 25 factories on fighters and 20 on medium tanks. I would buff that up to 50 on each to start with.
Army:
You still have 8 unedited divisions that you got from Austria in the Anschluss. The templates are bad, you should either convert them into your normal infantry template or disband them to get the equipment and manpower back.
Your tank divisions are 38 combat width, and your offensive infantry is 28w including the line AA. That's not particularly good. 38 is one of the worst widths according to
this chart (though I'm not entirely sure if the chart is perfect,
@Corpse Fool is probably the person to ask about combat width). You ideally want widths that divide up well into 80, 84, and 90w combats without taking too many penalties. That covers plains, hills, and mountains, the most common terrain types. I would bump your tanks up to 42w and drop the line AA in the infantry to make them 27w which is a pretty solid width.
You have 3 of your light tank divisions in Africa before France has fallen. Your tanks in Africa are all also very low strength, which tells me they were convoy raided on the way there and lost most of their strength. I would not send any tanks to Africa until after France falls (so that I can take France out faster), and put a few infantry divisions down there before the war starts to convert into tanks later so that they can't be convoy raided.
You only have six light tank divisions and one medium tank division in January 1940. You can get by with just a few tanks, but it's best (and entirely possible) to have at least 5 medium or heavy tank divisions by the start of the war. This would be more easily accomplished if you didn't have so many factories on equipment for infantry divisions.
Your medium tank design is very bad. You're using the medium howitzer which is fine in single player, but almost everything else about the tank is wrong. I wouldn't run extra ammo storage, wet ammo storage, or armor skirts in the special module slots. Instead I would go for sloped armor, extra machine guns, and stabilizers, which you don't have unlocked but should by this point. Swap out the cast armor for welded or riveted, it's not worth making the tank 20% more expensive. Get a Christie suspension and gasoline engine, not interleaved roadwheels and diesel. I would go for riveted armor and drop the engine and armor down to bring your tank up from 6 kph max speed to 10. That way it can keep up with mechanized 2 once you research it, while bringing the cost per tank down from 20.6 all the way to 14. Your tanks are expensive and slow, cheap and fast is better, even if they have a bit less armor. Sloped armor by itself adds more armor and less cost than going from welded to cast, so if you're that attached to having high armor, just add sloped armor to welded. Never go cast armor, +20% cost is just too much.
This is what my design using your tech would look like:
Lastly, you're not using the best generals for the job. Pick a general that has inflexible strategist and promote him to be field marshal for your defensive infantry armies. This unlocks the Inflexible Strategist trait for +10% defense. For your tank generals, pick generals that start level 1 with some combination of armor officer, brilliant strategist, and cautious and grind them in the Spanish Civil War to get general traits. Prioritize getting any two terrain traits for adaptable, getting one combined arms expert, and getting trickster for access to the makeshift bridges ability. If you don't want to grind, just pick Manstein, Guderian, or Rommel since they're your best starting tank generals.
Air:
You have the light air designer but you haven't researched a single airplane making it a complete waste. It's January 1940 and you're still producing base, non-upgraded 1936 fighters. Research 1940 fighters as soon as you can, you should have had them for at least a year by now and even if you don't want to be researching ahead of time for some reason they should at the very least be in the research queue since it's already 1940. You also didn't upgrade your 1936 fighters at all. If you're not researching fighter 2, you absolutely must upgrade your fighter 1s. Get +5 engine, then +5 range, then +5 weapon. +5 engine by itself is good enough to dominate the AI. Reliability doesn't matter on fighters, accident losses are negligible if you're only flying air superiority in combat zones and letting them be on interception otherwise. You have 500 air exp you're just sitting on, meaning every exp point you gain is being wasted while you're at the cap.
Navy:
You have a battleship still in production and the rest of your dockyards are idle. I would scrap all starting naval production except for the destroyers and submarines, make a submarine design that has as many torpedoes as possible, and only produce those if you're wanting a low-effort navy build.
Spirits:
Swap meticulous preparation for either ideological loyalty for free +15 stability, or bold attack for stronger tank generals. Motorization drive is fine but useless if you edit an infantry template into tanks to keep veterancy, so don't take it if you end up doing that strategy in the future. Maneuver warfare is fine.
For naval spirits, you should exercise your fleet in the early game to pick spirits - you want to have flexible contracts to save 120PP on your naval designer, and integrated designers for the research speed bonus to navy. I would take instilled aggression to increase your attack. Lastly, night fighting is the best naval spirit for combat, so take it.
For air spirits, you want industry liasons to research faster and centralized control to buff your fighters' stats.
One other thing - I see you have radar researched but haven't actually built any. Make sure to build radar up on the western border of Germany before the war starts to help win the air war.
Research and Focuses:
You have a bunch of infantry techs researched. You don't really need to research guns or support weapons, just invest everything ground-based into research that benefits tanks. You don't have 1939 engineer companies researched, you absolutely need to keep engineer tech as modern as you can. The terrain bonuses and entrenchment is too important. You also should have researched mechanized by now to give your motorized hardness and be on your way to researching mechanized 2 with the bonuses you get. You haven't done army innovations 2 yet either, make sure to do that focus sooner so you can start rushing mechanized, and then use the bonus you get from Operation Weserubung to research amtracs.
For the artillery tree, you really don't need to research better AA guns until later. most of the benefits from AA can be gained with just level 1 support AA. Germany wins the early air war so it doesn't need better AA on its tanks until D-Day, and that's in multiplayer. In single player, research investment into AA past the first one is a waste.
For navy, you haven't researched 1940 submarines yet. I would have done that before now with the bonuses you get from your focus tree. The naval focuses are short and easy to fit in before the war starts, and you haven't done them yet. You can get torpedo techs later, but you should be getting at least the 1940 submarine hull by 1940.
For air, you just haven't researched anything at all like I mentioned earlier. Get fighter 2s as fast as possible, and also research 1940 CAS and NAV at some point ideally by 1940.
Electronics - please, please, get 1940 computing tech as soon as you can. You haven't even started researching it yet and it's January 1940 already. At the latest you should be researching it by July or August 1939.
Industry - use the bonuses you get from 4YP on either 1939 tools and dispersed industry, or on 1939 tools and construction Just include tools. Tools is good to have earlier since increasing your production efficiency cap will let you start building efficiency faster and sooner, and is a bigger relative boost than what you get from one level of industry.
You don't really need to go for the synthetic fuel techs since refineries have a rather pathetic base amount of fuel. Even with max refining techs, every refinery you build will give you as much fuel as a whole 2.5 units of oil. It's just not worth all the time spent researching them. Each tech gives the equivalent of an extra 0.5 oil per refinery. Sure, it all adds up, but I would rather use the research on something else.
Speaking of your oil situation, you're buying from the USA at 33% naval route efficiency. Trade from Romania and Iran first, I'm begging you. Don't trade over sea while you're at war, and always trade with your potential allies before trading with future enemies.
For focuses: You didn't do army innovations 2, didn't do your naval focuses down to u boat effort, and didn't do a war economy focus. Either you should have already done German war economy for the six free factories, or you should wait until Hungary and Romania join the Axis and then Integrate War Economies. I can't tell from the save if you did the focus or bypassed it, but You should never do the Align Hungary/Romania focuses and always just bypass them if you plan to integrate war economies. But unless you're willing to use world tension exploits you're waiting until mid-late 1940 to have Romania join the Axis so I'd probably just take German war economy to get the factories sooner.
To get the focuses I mentioned, I would save coal liquidization and synthetic rubber for later, and not take air innovations I or II until later. Instead, do army innovations 2, German war economy, naval rearmament, naval effort, and U-Boat effort.
There's another benefit to saving coal liquidization for later - you get a 300% bonus that is best used on an ahead of time tech. I usually wait until I have finished 1941 synthetic rubber and use the bonus on the 1943 rubber tech. The synthetic rubber techs aren't very expensive, it's pretty easy to finish 1941 rubber in mid 1940 and then research the last one with the bonus. Rushing 1943 rubber also lets you build fewer refineries and invest more into building military factories and aircraft before Barbarossa.
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That's basically it. In terms of micro, you have what looks like a spearhead made up of infantry, it should always be the tanks leading the charge. Your save looks very salvageable, you can fix a lot of things just by reallocating resources you already have more optimally and redesigning your tanks and divisions.