In particular, the French battleships and bombers that come with Europe 1940 are too obviously Russian.
If you were going to play with Vichy French/Free French, I would just use German units (Japanese in the Pacific, if there are any) for Vichy French units. I would use the remaining French units as Free French, but they are under Britain’s control until France is liberated. Similarly, with Italy, once Rome fell to the Allies, you could replace the units that remained pro-fascist with German units (Japanese in the Pacific, if there are any) and switch the remaining Italian units to the Allies.