Thats a lot of different points to unpack. Ill do a few at a time.
Poland is in an Alliance agreement with British and French. They all declare war if you attack any of the 3. So when you move to Warsaw they are already at full production.
You would definitely be needing to get some troops by the French too.
USSR will be at full income early with this attack. So it depends upon your individual games unit setup at the time. This first attack if going deep into Russia will probably be destroyed by counterattacks. The surprise attack is usually a motivator for me to hit the biggest stacks I can reach. But if its possible to get Moscow why not. Or instead take the cities of leningrad and smolensk together before the Russians move or destroy the facilities if possible.
As for moving the Russian capital. They can move it, but they lose their money to the bank and build nothing the next turn.
As Russia I leave my troops farther back from the front line. They always get picked of early in small stacks otherwise. Prefer to stack them in the cities or in locatons that can counter attack them.
Russia has also prematurely declared on Germany to nullify the surprise attack!
Buy fighters but especially tactical bombers every round from the start. At least 1. They can follow a blitz and move from one side of Europe to the other fast if needed. This way you can move rapidly from one front to the other. As Germany.
I would prefer to eliminate france at the same time as Poland first. And usually build up for a few turns after as Russia increases its income. Before attacking Russia head on. This allows you to align romania hungary and Bulgaria too. Forcing Russia to split its defense or hang back a bit. But your idea I’ll need to try in the future.