Welcome to the forum!
In response to your question, I have one of my own: what do you consider “a flexible G1 opening (door open for G3 Sealion or G2 Barb)”? When it comes to purchases, the most flexible thing to do, is not to buy anything at all G1, leaving the Allies in a quandary as to what you’re going to do with all the money you have G2. But because not buying slow units G1 is not conducive to doing Barbarossa, I’d also consider buying some inf/art, a transport and maybe a bomber if you want to keep your options open. But that’s just because it looks flexible, I’m not sure I really like a buy like that.
In an attempt to answer your question: no, if I accidentally take Yugoslavia G1, that wouldn’t make me switch to a Sea Lion strategy. The reasons for that are, first, that Russia needs to be taken out no matter what; and second, that there’s no point in contemplating Sea Lion as long as the UK hasn’t made its move. I consider doing Barbarossa at some point in time (and not too late) to be the default strategy, and Sea Lion to be an opportunity that may or may not present itself.
I’d buy some fast units G2 to support Barbarossa G3. And I wouldn’t be too worried about teh Russians deadzoning anything in that case, because it seems like a fine opportunity for an I2 can opener on say, East Poland or Bessarabia. No G3 DOW necessary - just walk into friendly Italian territory and land your planes there, and even collect the Russian trade NO.