Only skimmed through the thread, so these might have been submitted already, but:
- A Norwegian NORTRASHIP decision that gives the Allies a lot more convoys. The Norwegians suddenly going "here, have a thousand ships" to the British is was such a major event that it deserves to be in the game.
- Amphibious assaults on ports rather than provinces, with firefights between the invasion ships and whatever coastal forts protect the harbour, like during Weserubung where the Germans basically fought their way into Norwegian harbours and docked their ships to offload troops.
And, as others have said, better mechanics for surrenders, governments in exile, partisans, and so on.
Having national leaders as actual on-map units, or at the very least keeping track of which state they are in, would be pretty interesting, too. Instead of moving your capital like in EU, you'd be moving your government and heads of state, with bonuses and penalties depending on where they are and a risk of capture if enemies are in the same state, particularly if major cities are captured (so if the Germans invade Østlandet, you better get the king and government cabinet out of Oslo before it falls

) .
Something that always happens but which really shouldn't is British intervention in Yugoslavia. The game is designed to represent Yugoslavia's troubled task of balancing its independence against the reality of German hegemony, but there's a mistake somewhere along the line which causes the UK to spontaneously attack Yugoslavia without warning or provocation, driving it right into the hands of the Axis anyway. Unless the Axis attack Yugoslavia first (for instance Italy taking claimed territory or Germany going for Slovenia) Britain will always attack without fail.
Yeah, there should probably be at most an intervention mechanic where you can deploy troops to a neutral country and there's a chance they will submit, or declare war on you, and at the very least a series of decisions/events where Britain can threaten to deploy troops and Yugoslavia can choose how they wish to handle this.