A brand new strategy for you, if DOW on USSR in '40 wasn't enough
Just imagine situation like this:
1. Japan declares war on Denmark
2. Therefore Japan is at war with UK (but not France!)
3. India is tied to UK, so is at war with Japan too (but only if Viceroy declared war earlier I believe)
4. India gets invaded by Japan without any penalty, even on 3rd Axis turn (late November 1939)
Not a science-fiction, but a situation from a real game. Japan took Karachi, Madras, soon will take Calcutta, and India has whopping 3 garrisons to defend. And for some reason, even though GER didn't DOW Denmark, they can attack it.
I don't believe it works as intended, because if Japan DOW's India directly before Pearl Harbour, nearly all SE Asia mobilizes against it and convoys from DEI are cut - so there's some kind of punishment.
There's is also some inconsistency in invading Scandinavia generally. If Denmark and Norway get attacked directly, there's no mobilization jump for US and USSR. If NOR and DEN are taken via event in Spring 1940, there is a mobilization hit.