No it´s working perfect. It beginns in July 1936 and Ends normaly somewere in 1939. Have begunn the Game 8 or 9 Times with different Countrys (USA, Australia, Netherlands, Germany, Poland, France, Japan as well as 1 forgotten Name with a Full Focustree) and it works perfect.
First: You need the newest Patch (atm 1.9.3) and if you don´t wanna have an issue the full DLC´s
Second: In the Settings for the Countrys let them all play historical and use the Hook for Historical in the Main Setup
Third: Don´t play unhistorically yourself, that worries the AI and historical things like the Spanish Civil War won´t run.