China almost certainly warrants its own focus tree, because it's a nation with real potential to become a major power, with a series of difficult to represent relationships with its semi-autonomous provincial warlords and governors (HOI3 making them independent countries REALLY didn't handle it well).
Hungary is a good case for its own focus because of the massive amounts of land and ethnic population lost after WWI to three of its four neighbors (technically, all four, because Austria was even given a tiny piece of it), caught between the threats of German and Soviet expansion and spheres of influence. It was faced with internal differences of opinion over whether to continue peaceful attempts at renegotiating the terms of Trianon (pushing for plebiscites to allow the populations of those regions to decide for themselves which country to be a part of) or preparing for a more active role as Europe began rearming for imminent war.
Romania, saddled with the menacing Soviets as a neighbor, and facing territorial claims by both Bulgaria and Hungary, yet no friends of Germany at the start, also has possibilities.
Both Brazil and Argentina could use some spicing up with a few of the events, issues, and conflicts of the region, to make the American side of the map a bit more entertaining.
While I consider Finland a somewhat interesting choice, because of its opposition to the Soviets, I'm not sure that warrants a unique focus tree. A regional variant used by all of the Scandinavian countries might be a more practical alternative than having individual ones, or using the generic one.
Poland would be a more critical nation for its own set of foci, since it was historically invaded by both the Germans and Soviets.
Yugoslavia's internal conflicts might make for an interesting experience, but its fractured condition really doesn't lend itself to anything outside the borders, and I'm not sure if a unique set of national focuses would be worthwhile. The most significant issues were the internal ethnic disputes threatening to divide the nation (Serbs trying to maintain political control over Croats, Slovenes, Macedonians, Albanians, and a handful of others, despite several terrorist groups supported by Soviet and Italian funding and training), and a large number of external claimants on pieces of it, with the need to maintain relations and guarantees by France and other countries to prevent invasion from potential enemies on several sides (Italy, Hungary, Bulgaria). Most of those situations could better be handled through the foci of those other countries, since YUG was more frequently on the receiving end of the policies and problems.