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1, Where is the Statistics tab? I'd like to know how many divisions I've got, what air wings I've got, etc. And how much damage I've infilicted, and have taken.
2, Where is the intelligence aspect? Is spying just not in the game yet, or have I missed it?
3, I understand that divisions are now built in a system where you stockpile equipment, and then train your units. What determines how long this training will take? Can I modify that time in any way, apart from forced early deployment? When I have both current and outdated versions of equipment, what gets assigned and how?
4, What supply do units consume? I've had "low on supply" warnings for my armies a couple of times, but there is no dedicated ammo/supply slider like in HOI2. I am confused
5, On a related note, do units really not consume oil during runtime, only during production? Huh?
(1) Unit numbers can be found in the upper right menus (hotkeys: O, P, L), equipment is shown in the Logistics tab (I), manpower losses are listed in the war alert in the topbar.
(2) Intelligence is a subtab of the diplomacy tab. Open it by rightclicking on a country, then click on the "Details" button. This will show you a variety of INTEL info, afaik info accuracy it is affected by your encrypt/decrypt ratio.
(3) More stuff in a division = longer training times. On top of that some laws and country modifiers can alter training times. You have no control over training times outside of early deployment. Equipment assignment depends on priority (the little red, yellow or green buttons in the Deploy screen). On top of that you can assign individual Designs in the Division Designer with a priority rating (Reserve, Default, Elite) that will determine distribution for units that have the same equipment assignment priority in the Deploy screen.
(4) Units do not consume supply. Instead they but "weight" on the local supply limit. If you exceed the limit your units will (after a short grace period) start to take attrition damage and suffer a combat penalty (both scaling with the amount of exceeding the limit).
(5) The game sorta assumes that you aquire enough resources to maintain and use the units throughout the game, so in a way you are paying the cost "up front".

And the big one: Combat

I have no clue what is going on, how combat is calculated, and I am used to the much finer levels of control on being able to direct individual units, rather than having OKH level control only. Can I trust the AI to handle a front? How does it distritubte troops when I tell it to create a front line? Can I trust that it will use its hard-hitting divisions and commit all troops to a local breakthrough I ordered it to do? What's going on?

I think the game is growing on me, but my lack of understanding the combat aspect, and the apparent lack of feedback (stats tab) makes it not click with me yet.
You can manually control units down to Division level at any time (even when assigned to AI control via Frontlines / The Battleplanner).
If you want to control on a lower level you can technically create small divisions with only a few battallions (but I'd not recommend this since they tend to take higher losses in combat). I'd recommend to stick with 20-sized divisions (others prefer 40), which is sorta equal to what you had in HOI2.

Personally I do not use the Battleplanner, and overall I wouldn't trust it with anything outside of very limited operations (e.g. attacking one or two specific provinces) unless you have a decent advantage (numbers and/or quality) over your enemy. If you have defeated the GER spearbeads as SOV, it is decent enough to roll over the remains of their army, though.