If you are going sealion, your primary focus has to be then - on maintaining the Straight of Gibraltar. Keeping Americans out of the med, use all the cheap tricks you can think of to do this, and don’t allow the Americans to utilize the naval base there.
In the event Gibraltar falls, bomb the facility, if even 1 bomber makes it through the AA, and you have london, they will NEVER be able to repair the naval base there. And it will screw America up for rounds.
On the eastern front, be wary, with so many troops going to London, there will be a disparity between you and your opponent.
Minimize how many territories he can take however possible, by blitz blocking, or whatever, and focus your stack on Defense, rather than offense, so you can get your infantry on 2’s, and incorporate any available air or Italian support. Make sure you move an AA gun to the east.
Bring the bulk of your transports back from London, to West Germany, and clear the way to nuke Leningrad (Novogorod), an incompetent player will fluster over making sure it’s well defended, this should give you a bit of the edge you need back on the eastern front.
With Japan, blitz HARD for India, to give as much time as possible for the Germans/Italians to conquer the middle east - and in my opinion, attack the Russian stack, again, anything the Russians send against Japan, weakens their eastern front capabilities, and the income helps japan / hurts Russia in the long run.
Lastly, if Sea-Lion looks BAD. Don’t go for it. It rarely ends well unless you’ve got a major advantage. Hit Novogorod instead. And plow into the Red beast. use a complex in Romania (Minor) and channel your forces into the Ukraine (Holding there) as quickly as possible.
At some point aswell, build up your Italian airforce, 2 or 3 bombers or even just fighters, can pop a hole in the Russian defence, that no one but france(Fighter) can close. Often this is enough to allow the germans a break through sacking the capital. Even if your enemies see it coming, they have to put extra defensive units out, to eliminate the possibility of this kind of attack suceeding.
Good Luck, don’t let the Fuhrer down.