Sea Lion is always a fun topic to discuss, and it’s something different than the typical “kill Russia” gameplay. It’s definitely something you can go for in a group of newer players, but against an experienced player, unfortunately it just won’t fly. I say this from a standpoint of really wanting this to work because it’s so cool.
Firstly, I just have to comment that half of the moves that you put under “combat move” are actually non-combat moves, though that doesn’t matter. Another thing is that in your attack on Baltic States, you can’t actually get the infantry from NW Europe to attack Baltic States, so the easiest solution is to just take an infantry from Germany instead. (technically you can get the infantry from NW Europe to Baltic States, but that would have to happen in the non-combat move phase and just using an infantry from Germany works fine.)
As for the actual Sea Lion strategy, USA doesn’t even have to intervene at all for UK to be able to defend against the attack. One of UK’s top priorities in every game is to kick Germany completely out of the water to be able to transport troops freely. So, UK is already incentivized to buy ships/planes and destroy Germany’s ships.
If I’m UK and I see your Germany turn 1 happen, I’m probably going to buy something like 1 carrier, 1 battleship, and 1 destroyer, and put them in sea zone 6 along with a destroyer and a cruiser that I already have. (and then I’m landing my 2 fighters on the carrier.) Now, the UK player doesn’t even have to see the Sea Lion coming. UK is just going to be thinking that they want to destroy Germany’s entire navy, as normal. If UK were to do some more thinking and calculating, they’d be able to come up with a better way of defeating Germany’s navy. The few ships that I talked about buying on turn 1 were just my initial thoughts. But even with that initial thought, Germany can’t (really) get through the ships.
Just so that we’re on the same page, I’m looking at a scenario in which Germany attacks UK’s navy on turn 2, because if Germany waits until turn 3 to attack then there’s absolutely no way Germany will win in sea combat as UK will just buy more ships. I’m seeing a UK navy of 2 destroyers, 1 carrier, 2 fighters, and 1 battleship. And for Germany’s attack I’m seeing 1 carrier, 4 fighters, 1 bomber, 1 cruiser, and 1 submarine. Again, the UK can probably buy something that will give them better odds, but even here Germany doesn’t have better than a 50/50 shot of destroying the UK navy, and even if they do they aren’t in any place to take UK.
This isn’t even mentioning that when Germany buys 7 transports, UK and USA will definitely know what is happening and can (and will) do everything in their power to destroy the German navy or just defend UK.