Psychological warfare?! Seriously?! :?
Strategy sir, and outweighing what is important with what you want to do will stop all this craziness of Sealion. German transports at Gibraltar? Sink them for the love of France! German airplanes in range of London? Then build/send defenses! Next time Germany opens up like that, you HAVE to ensure you either eliminate their assault forces or have adequate defenses. There is nothing more important than keeping your capital. If you’re going to look at this from the strategic point of view, you cannot make an excuse such as “psychological warfare.”
Another thought: you seem to be fighting Japan with Russia and Germany with the US. Although this is not a bad idea on a limited level, I would suggest swapping these countries’ priorities. Surely it is easy to take China with Russia, but then there will still be a Japanese navy out making havoc on islands. Meanwhile, you give Germany way too much breathing time and ability to execute something as bizarre as SeaLion. Consider this: defeat the Japanese navy by mostly building American ships in California; once their navy is gone, they will be able to take neither China nor the islands. Meanwhile, Russia can be making a good fight with Germany (you stated that Russia was too weak to do this; I think that is because you were sending Russian units to China). Of course, it is a good idea to take Manchuria with Russia, and send an American fleet to the Atlantic to help Britain.
Remember that Berlin is only three spaces from Moscow, but Tokyo is virtually impossible for Russia to take. In almost every A&A game, Russia has the unique advatge of being able to deploy right into Europe while the Allies cannot. Don’t forfeit this advantage.