Re: Looking for a G40.2 set or all of the unique units
For what you want (everything that makes the 1940s games the 1940s games in the first place: mech inf, tac bombers, France, ANZAC, etc…), HBG will be pricy. You aren’t the first person to have this idea. So let me give you some places to look that might be off your radar: Amazon - normally pricy, but now is the time for sales. eBay - a bit of a crap shoot, but bargains to be had. And not just buying game sets - people part out Axis & Allies games all the time on eBay, so with patience and luck you might find just the pieces you want without paying for extras.
Finally, I suggest you look on BoardGameGeek (BGG). Look up Europe 1940 and Pacific 1940, either directly on their marketplace or look up the games and then see if they have one for sale at a price you like. With time and luck, you could walk away with with a set of the second editions for both Europe 1940 and Pacific 1940 for less than $100 for the both.
I wish you all the luck and patience in the world. But: good, fast, cheap - pick two. In this case: cheap, fast, convenient - pick two.
-Midnight_Reaper
P.S. If you run into issues with BGG, send me a PM and I’ll see if I can help.