Miklos Horthy and the Habsburg Prince - Late Game Tips?

[LokalHero]

No, as long as you go down the non-aligned portion of the focus tree you're golden. The Wiki even recommends going Communist in the mid to late game, since the Soviets are the one nation you don't need anything from and you might as well have them as allies.

Communist late game is recommended. Fascist first though, justify on Italy, then join the Axis before them. Then switch to Comintern to finish of the Germans.

The Soviets make a great ally, for materiel at least. They're useless for supporting battles.