Keep in mind of these scripted events:
Round 5-ish or 6 - Rommel and the German reinforcements mobilize to attack from the Northwest
Round 9 - Italian reinforcements attack from the center and south
(These events can be triggered early if your allies' troops or your troops spotted Rommel's army or the Italians westernmost army)
At the start, you need to fight on three directions, the north, the center, the south. Your first heavy artillery (preferably equipped with Elefant/Govorov/Leeb) and other troops must support Montgomery's forces in the North. Your infantry units (mixed with anti-infantry and anti-tank special forces) assisting the Center. Lastly, your heavy tank equipped with KV-6 (Rommel/Montgomery) and other troops will assist in the South.
Round 1 - 5
From the North side, use your heavy artillery to take out as many Italian armored units as possible and destroy Messe for Montgomery to capture the buildings. During the first few rounds, you have to capture your own allies' buildings to get much needed money to afford resupply and Special Forces later on. Be sure to get Supply Point troops on the battlefield as many and as early as possible. When the Italian armored units in the North have been taken care of, you can assist the other attacking front in the center.
From the Center side, your infantry units (equipped with Special Forces/Yamashita/Rudeste/MacArthur/Mannerheim) must assist your allies in destroying Graziani's forces. It will be a huge help if you can get your heavy artillery from the North to take out Graziani (after Messe). Graziani's heavy tank is very tough and hard to destroy quickly even with many anti-tank infantry. The Italian infantry units will always try to block you from reaching Graziani, so make sure to clear a path for your anti-tank troop to reach him (this is the same for your heavy artillery)
From the South side, your heavy tank (KV-6) can easily take out a lot of enemies (especially infantry units), and a whole lot more if your heavy tank can attack again multiple times. Be sure to keep your heavy tank at a distance or behind friendly units as the Italians will try to reach and damage it (especially the enemy heavy artilleries). Your other troops should capture the French buildings located in the east. Afterwards, move them towards the northern part of the lake where most of the German forces piled up. Be careful, the stretch of mountains near the bottom of the map can block any escape route if you try to move your troops behind enemy lines.
Round 6 - 8
From the North, Rommel's army will begin his assault. Always remember to form a blockade, because Rommel and his troops will
ALWAYS try to reach the Northeastern cities. Your Supply Point infantry and some armored units should form the blockade in the north and south of the factory where Montgomery is defending. This is when you can get a 2nd heavy artillery (equip it with Katyusha). Position both of your heavy artilleries to the North where they can snipe Rommel and other armored units.
DO NOT let him get pass the blockade
OTHERWISE he will capture your cities and you have to divert some of your troops just to take him out.
From the Center, clear up the Italians and resupply your infantry units in the captured Graziani's city (also defend the city at all cost). Meanwhile and if you can, move your infantry troops (should be equipped with anti-tank Special Forces) to assist in the North side. There is an insane number of enemy heavy artillery hidden in the fog of war (Northwest of the center city) so be careful. You can send your infantry to scout ahead to find the artilleries, but
AVOID Rommel and his armored units.
From the South, there would be too many German forces left defending, so maintain a firm line of defenses with your KV-6 and other troops while assisting your French allies capturing the southernmost cities. But if your French/Australian allies move too deep into the fog of war, it will trigger the Italian reinforcements.
Round 9 and so on
By this point, you should have killed Rommel and some of his armored units. But if not, keep the Germans from breaching the blockade. When you do eliminate Rommel, you can move your North troops to assist the center. Meanwhile, more German armor (in fewer numbers) will try to bypass your blockade, so keep that defense tight.
The Italian Airborne Reinforcements will land around/near the center city. Make sure to have healthy units defending it. When defending the center city from the enemy airborne infantry, try juggling your infantry units in and out of the city, resupplying and attacking.
In the South, the Italian armored reinforcements will attack and you may struggle to hold the line. Your French allies should flank the Italians while your KV-6 + surviving troops destroy the frontal armored units. Once you eliminated most of the Italian reinforcements, you can clear out the artilleries stationed in the cities with the help of the French troops.
After all sides are successfully defended, you rush North. The northernmost city that is next to the sea should be your next target. Send your forces from the North and Center to attack. Meanwhile, your forces from the South should resupply when needed and then rush towards North. Kesselring is located in the northeastern corner of the map. He will attack forward once you get close enough or capture one of the buildings near the corner city. You take him out with everything you have and you win