Separate ANZAC command is ridiculous in Global.
All such forces were completely under UK command until Spring 1942, when they were handed over to the USA under the SWPA command of MacArthur, who based his HQ in Australia. There is at least as good a case for India being a separate power as the ANZACS.
One idea I’ve considered for simple individual victory conditions is “Best of Enemies”.
This separates the war into it’s 3 core conflicts; Germany vs USSR in Europe, Italy vs UK in the Mediterranean, and Japan vs USA in the Pacific.
Each player gets an “honourary” individual win if his core enemy is defeated first; e.g. the British will always argue for an invasion of Italy rather than Germany.
Wind the clock back to 1940 and it becomes a little more complex; France would probably see Germany and Italy as equally dangerous; the USSR would regard the western capitalists as the main enemy rather than their German socialist brothers.
However the ultimate objective will always be to defeat the enemy alliance, and there will inevitably be an optimum means of achieving this; in Global this will probably still be the Moscow tank magnet, regardless of any obstacles the designer throws in it’s path. Only a rock solid Russo-Japanese NAP will prevent this, and for 1940 the timing is wrong.