You’re not going to be able to hold Moscow in an OOB game with no bid just by bombing and convoying Germany and Italy, because the Axis forces that take Moscow are 90%+ built by turn 3 using income collected on turn 2, so there isn’t enough time to build and attack with a significant number of bombers/subs. Subs built on turn 1 mostly can’t even reach Axis convoy zones on turn 2, and England can only afford to buy 2 bombers on turn 1, which isn’t going to have a significant impact.
If you want to reduce the size of the force that’s attacking Moscow, you have to put enough pressure on Germany (by credibly threatening to take Berlin) to motivate the Germans to retreat a portion of their forces back from the Russian front lines.
So, if you don’t want to build British units in the middle east and walk them north to Moscow, what are you going to do instead? You can go all out kill-japan-first with the idea of losing Moscow and retaking it much later using American / Indian forces advancing from Asia. You can land in Norway and Finland and build factories there and invade Germany from the north. You can land in Normandy and Belgium and invade Germany from the west. You can build a factory in Egypt and maybe Greece and attack Italy and then invade Germany from the south. There’s lots of options; you just need to think about your overall strategic goals.