1. Being able to stream new troop types into units or armies as they become available. That's how tanks and planes were introduced, first as units attached to the infantry division, later as special units of their own.
2. Trench warfare. At any time after 1860, this can start. Why 1860? Because that's about the time when rifled muskets were widespread and soldiers could no longer stand bravely to take the enemy's volley from 100 paces away. The US Civil War started like that and, within months, troops were rushing to cover instead of standing like Napoleonic grognards. By 1864, trenches surrounded Richmond and trench warfare was a real thing. Vicksburg in 1863 was a similar case with the trenches surrounding the city instead of sprawling out.
The mechanic, as I see it, would involve pressing a button on the army, like the rebel-hunting button. Once pressed, if the unit is attacked, it goes into trench mode. Defense goes up massively, speed goes to zero, and now is a good time to detach cavalry for other purposes. Attacking means going out of trench mode and then enduring massive casualties... but for what?
There should be a ticker on the trench mode that measures how "sticky" the unit is to the province. At max level, none shall pass. As the unit endures combat without being rotated out, it moves closer and closer to crumbling. We already have that somewhat, but the rotation thing is what's needed to work. Tanks, planes, gas, and stormtroopers can cause faster deterioration. Defenders with their own planes and gas, along with lots of artillery, can shore up that value. This makes home production of those elements vital for winning the war. Stockpiles of ammo, artillery, etc. should be exhausted by war and home demand for items like food, opium, meat, fruit, coal, iron and other necessities should be unmet, with corresponding rises in MIL and CON.
Now having colonies and spherelings to hand over those goods really starts to look good. The whole point of scrambling for Africa and Asia is to get enough raw materials - not just oil and rubber - to deal with the coming horror of an *industrialized* war. This is also where players start to feed their pops directly into battle, not just as mobilized units, but setting the bar as far as what pops are hit most for replacements. Workers in armaments can be exempted, but craftsmen in fine clothes factories can wind up on the front, with the factory forced to run at a lower level or go out of business entirely.
Nations facing bankruptcy with the right commerce tech should be able to inflate and hyperinflate in order to keep the war going. We'll need a mechanic for that, as well.
3. Variable end date. Once a proper Great War has run its course and the peace settlement taken care of, the game should be getting ready to wind down, not launch another 3-4 great wars. Often, I've got nothing to do in the 1930s but to click my event spam as I wait for 1936 to show up. If there was an event that ended the game a year after the peace conference, that could be fine with me. Option to continue, of course, but if the game tells me it's OK to end, then I'm OK to end.
If not, then we need one more phase to be added to the game.
We all know that at the start, we industrialize. Then, we nationalize (at least the USA, Germans, and Italians do... Austria and Turkey are trying to hold it together and the other nations are watching events as they unfold). After that, we colonize. Then we fight a Great War. After that, we click event spam... no, we need a proper Great Depression. The outcome of the Great War is to cripple the losers and make them pay massive reparations. Well, the banks of the winners NEED those reparations. When the crippled nation can't or won't pay, then the banking crisis commences and that's where the victors face a huge correction.
This is not an event that should reduce stockpiles and increase MIL and CON by +.01% until 1 Jan 1936. This needs to be a set of events with their own mechanics, like colonization. This is where nations reach for radical solutions to resolve their economic woes.
It's also when nations start to face the environmental and human costs of their industrialization. The USA gets a Dust Bowl. Colonizing nations should see lower production from colonies as agitators press for independence. Spherelings are more likely to be errant - and more likely to be targets of sphere lord interventions. This needs to be more than just whack-a-mole against rebels. There needs to be a tie-in with investing in those nations as well as implications for other spherelings/puppets if one doesn't keep *everyone* in line. Let one go, the others take the exact same path.
Do that, and the 20s and 30s can be just as exciting and meaningful as the rest of the decades.