If someone going this direction - bombing your HQs to kill your leaders - you need to follow all the advice here: stack your HQ with units, take the intercept up to 300 (I do this anyway), put your HQs in difficult terran, and load up on flak at the HQ. And, if possible, look for difficult terran that has flak assigned to it - a lot of Russian cities do. All this can help but it won't stop it.
Like it or not, your going to have to spend the admin pts on Flak for your Armies and Fronts - let your Corps fend for themselves. And you need the PVO REG not BAT. It seems to take two initiative (?) die rolls to get two battalions into a battle but only one to get a regiment in - and in my experience, the regiment gets in more often and causes more losses than the two battalions. Put at least one regiment per HQ. If he persist, put two. Like it or not, it will be some of the best admin points you spend if it slows this down - and if saves a couple of leaders, it pays for itself.
I would also add, don't bother changing out leaders until 42 - too easy to lose them if the German insist on this. I woud rather take a weaker leader for a while than lose better leaders while waiting. Others may disagree with this.
I can't speak to night interceptions or bombing - haven't really studied it or considered it very much.
As far as counter bombing, in 41, not sure what to tell you. I haven't had great success with this tactic. The hardcode on the "bad Russian bombing" just makes it hard to score much success. In 42, you can really crank up the heat and turn the tables on the German. And he will regret it then and for the rest of the war and cry mercy.