The unfortunate result of waiting too long to invade the Soviets and forgetting to set your supply convoys to automatically be created (see North Africa)
North Africa was going well until I tried to take Suez and had forgotten to set my supply convoys back to automatic... ended up running out of oil for my armoured/motorized units around the mouth of the Red Sea and eventually pulled everything back to Alexandria. They started bombing me, so I fell back again to Tobruk, which had level 4 forts and level 3 AA along with the Italian air forces nearby.
Yeah. I started invading the Soviets in May of '43. Shouldn't have waited for my production of new armoured units to finish, it basically killed me.
The Soviet invasion was the worst I've ever experienced; the siege of Kiev lasted over a year... at one point 9 divisions successfully beat back 50 armoured and motorized divisions attacking them while they were completely encircled, out of supply, and had interdiction/ground attack continously on them. So I let them sit there for the next 8 months and before long I had starved them down to one division, which I promptly overran (50:1 not exactly fair)
I then pressed on further across the Dnepr, only to meet even heavier resistance and of course the Soviet land forts implemented in HSR. Finland was annihilated by the superior Soviet numbers, and my usual advantage in technology was wasted by me waiting too long. I had SS Panther divisions going up against T-34 m.44's (Soviet advanced med. tanks) with IS-2 brigades attached. Not pretty. In theory I had it won but the siege of Kiev effectively ****ed me over. I had to dedicate those units to continuously encircling them, which removed a huge portion of my 60+ armoured divisions from the invasion that should have been, at that point, pushing into the mountains near Baku.
The northern army was faring even worse; I never even made it to Leningrad to besiege it, never mind capturing it. A huge number of my infantry divisions were up there and being beaten by Soviet Great War infantry, and I usually had superior numbers too. Keep in mind these were almost all SS infantry.
Army Group Centre made the most progess, but never captured Vladimir, and certainly not Moscow. The sight of 38 Soviet divisions in the capital was too much for me to stomach, so I basically concentrated my forces elsewhere. Then the winter of '43 came along so I had to hunker down for a while. A while being six months. When May came along, I was being faced with repeated Soviet counterattacks that I continued to beat back.
And then of course, entered the British and Americans into the Western Front, along with the failed assassination attempt which took my finest Panzer and infantry commanders including Rommel. Guderian got a new position as Field Marshall and Chief of Staff, which he was more than deserving of, but that was the final breaking point for the German offensives. The Soviets were counterattacking, the Americans had made paratroopers landings in Amsterdam and quickly began to liberate Belgium and the Netherlands, along with the British landing in France and starting to push inwards. I lost Paris, Amiens, everything. I've fallen back to Saarbrucken and hope to prevent them from passing me by for fear of 300,000 men coming at them from behind. (30 divisions in a level 4 land fort province should hold me against the British and American forces.)
All in all, I underestimated the AI... I played poorly, especially considering I'm playing HSR.