Long time Hearts of Iron player, first time poster. Played HOI2 for a thousand hours, though that's an estimate because this was before steam and their dreadful clock. . Played HOI3 for less time, but still many hundreds of hours.
I played HOI4 back around Christmas and then put it down after only 20 hours or so. Too many issues at the time. Here are my thoughts on OAK now:
1. Massive improvement, good work.
2. Volunteer forces (nationalist Spain specifically) throw divisions at the Maginot line and other defended areas and take massive casualties. This is clearly a bug. They do this when they only have one division in the area. This is suicide. Worse, it will cause the German AI, for example, to join in the attacks on the Maginot line. This depletes Germany of tanks and men. It's all suicide and it hurts the game experience.
3. I defeated Germany and Italy using France by mid to late 1940, and the only reason I was successful was that both the Germans and the Italians murdered too many of their own men and lost too much equipment by being too aggressive. Being aggressive with movement is one thing, but attacking in the Alps or over a highly defended river in Belgium and taking 8 or 10 to 1 casualties is insane. I let them do this for six months and then counterattacked with my 80 percent planning bonus. Winning was way too easy. I loaded up Germany as they were collapsing and everything seemed to be in order. They were producing things that made sense and still had plenty of manpower. The suicide attacks had simply run them out of equipment. Either the AI needs to be told to build up more basic supplies (art, infantry equipment, main battle rifles) or, perhaps the better solution, the AI needs to tone down their aggressiveness against highly defensible areas, especially the Italians in the Alps. In reading about other players games, the Italians seems to make the same mistake in the Alps every time.
4. The Italians never used their air force in Southern France. It would have helped, as I had most of my air force up north. This seems like a bug but then again I guess they were also at war with Britain. I didn't load them up to see if they were using their planes.
5. I had a crash to desktop every ten minutes playing the French from 1939 onward, but then I played an entire Italian campaign through 1941 and never had a single crash. Not sure what to make of this.
Thanks for all the hard work. Hope this helps.
Edit: I forgot one thing--- during the peace after the end of the war, units of many nations were stranded and couldn't walk/drive back to their home country. If they were two countries in, they were stuck. Border country and they could return.