I know you don't want to mess too much with the Balkans, but why not take Yugoslavia, Albania and Greece? That would give you a land connection to all your extended territories except the end of the Arabian peninsula. That would also give you access to manpower in India as you advance. At the very least, you could use Strategic Redeployment to move troops anywhere you need them rather than rely on naval transports. I imagine Yugoslavia might be the sticking point, would it provoke a Soviet DOW?
Also, subscribed, of course. Very nice job so far. That Soviet blob is scary (the AI, not so much).