Don't worry, penalties and trucks used are calculated from nearest railhead for HQ supply. Supply city does not change if you haven't moved too far from the first one. It's the city at which supplies for the HQ will be delivered before being moved to the HQ, but the distance from the city to HQ is not affecting deliveries.
There is only one global pool of trucks, they are not assigned to specific cities/depots like in WitW.
Rail is used for moving supplies first, so I think less is available for moving units after that. But it doesn't work the other way round, you can use up all of rail capacity given to you for one phase and it will have no effect on next turn supply delivery.
The supply model is quite simple in WitE, thus the improvements in the next games in the series. It basically works like this:
a) each HQ selects a new supply city (bigger and closer have priority), but it doesn't have to change (unless the old one is no longer valid, because it was captured for example)
b) each HQ finds out what all units assigned to that HQ want (tons of supply and fuel) and adds it up, the total is then registered at the selected supply city
c) each city wants some extra resources if there are factories there, or a port, or assigned AA, plus some little extra based on city size
d) resources produced by off-map cities are dumped into selected on-map locations
e) knowing how much every on-map city wants, the game tries to move resources between cities, taking from those with a surplus, and delivering to those with needs - this costs rail points
f) HQs take resources from their supply city affected by shortage of desired stocks in that city (when less was delivered than required), global vehicle shortage, distance to railhead in hexes and MP (but not to the supply city), and rail modifier (thus not all may end up in the HQ, some will be left in the city, some will be delivered in the second supply phase - but this won't make it to combat units assigned to that HQ) - this uses vehicles from the global pool (some end up damaged or destroyed)
g) units that resupply independently (perhaps they are out of range of their HQ) resupply just like HQs and from the same supply city like their parent HQ (but again, only distance to railhead matters, not to the supply city)
h) units that resupply from their parent HQ use a different set of modifiers, and in this case distance in hexes and MP to the HQ matters (not to the railhead, nor to the supply city), as well as number of vehicles present in the unit itself vs need (but still some vehicles from the global pool may end up damaged or destroyed because of this)
i) assigned AA take directly from the city they are assigned to, with little of the usual penalties applied
Every turn the process starts completely from scratch, with the exception that each HQ remembers its supply city from the previous turn.