The main thing Allies are doing wrong is building India without help from USA in the Pacific.
For your next game, forget about India. Use the MiddleEast units to counter-attack Egypt on UK1. Spend the money you would have spent on the factory on infantry and transports. Then start dumping men either in Algeria or in SZ2 (Karelia or Arch).
If Germany is pursuing an all-tank strategy, you can try dumping a large amount of infantry/tanks into Western Europe with UK and USA back-to-back. This would happen on Uk2-Usa2 or uk3-usa3. Germany then needs to attack this force, and if they retake it, UK is in position to hit the remaining tanks again. This manuevor is very costly to Germany and should allow Russia to take the offensive.
Plans are easiest to actualize if you have a clear objective. Focus on either KGF (all Allies attack Germany) or KJF (all Allies attack Japan). Ganging up on one Axis or the other enables you to take a capital, which is the key to winning the game (ie get to Berlin before they get to Moscow). Learn KGF first–save the India factory for another time.
Never buy 6 art r1. Good buys are 5 inf 1 art 1 tank or 3 inf 3 tanks. The most popular are probably the most effective R1 attack is Ukraine/West Russia. Reasonable inf/art ratios are around 5:1, and reasonable inf/tank ratios are around 3:1