This project is finished. I left a link on the first post to the latest version. All the rules you need to play are from 1940 or specified with the setup. Countries like Poland are simply made pro–allies. Although this is 1939, it is only suppossed to be a one turn rewind of 1940. To faciiliate blitzkreig, Germany can take Poland, Denmakr, Norway, and Holland/Belgium before the Allies can react. France is suppossed to fall turn two.
As for Russia, it can take all the territories you mentioned. (See the politicial situation changes). All other rules are left as OOB because I want this to be a generic setup that people can customize as they want.
Europe 1939 is finished, and I will get the Pacific and Global finalized soon.