If Balaton is unwinnable, than Moscow 43, Bagration, Overlord and Ardennes are also the scenarios, where it is unable to make a DV. But it can be done.
With Rommel mode playing (maybe also with Manstein - I didn't try it) and with the 'short', defending campaigns, they are really impossible to win - expect Bagration, which I could master after many tries.
I could almost make a DV at Overlord, I was only about 2 turns ans 2 enemy units far away from it. But that was before the 1.04 changes. My tactics was to buy many cheap Ju87G's and attack with them the masses of Fireflies - I don't know, if that, after the changes, would success.
With Rommel and long campaign I could master (of cause after many tries!) these scenarios. But Balaton was even an impossible place to win. I have than tried even more times. Than I made a DV!
I had luck with the good weather (this was also the element, which made it possible to win at Moscow 43 - don't be confused: i played all path of the campaign).
I bought some Elefants - they are good on defending and have also chance to penetrate the soviet beasts. I upgraded my tanks to Panther G. Tiger II is too expensive, to slow, and even not so strong against the IS-2. Of cause, I had a strong fighter-presence, and several experienced Ju87G's and about 6 21cm artillery pieces.
The tactics was not to occupy on the first move the two cities, but instead make some full losses on enemy units and build a defense line, where non of your units can be so seriously attacked, that it will be destroyed. After the first clashes, I used the hills on the north to cover my advances to Budapest. I made always big attention to hide my weaker units from the enemy. I could make a fast air victory on the second turn, from there, my Ju87G's could do their job. With my force at the south (which was significant weaker, but had 3 strong Panthers), I made my way free to south, than sent 2 Panthers, and 2 guns to Mohacs. I made carefully steps with the weak auxiliary force to use them at the best. Sent two paratroopers also there from air. When everything was at their place, I made an all-in attack. It was still extreme hard, even, when the hidden waves of SU-100's appeared!
Meanwhile, I made the forward jump to Budapest, protecting my guns and inf from the south. So they could begin with the siege. Paid also attention not to leave unoccupied place west from Budapest, so not to leave any enemy armour, staying on the others side to cross. The other armour, which have not protected the siege force and the group from the south siede of the Balaton begun to move in the direction of the town Siófok. The air forces helped to weaker the enemy armour and the defending guns at Budapest. After several turns, about 2 turns before the DV-end, both Budapest and Siófok could be taken.
But Mohacs and Pecs was a hell! Even carefully and well planned tactics, it seemed, that I still cannot take my objectives.

But at the end, I had some luck and than, in the last turn, with the last unit I had, I could finally take out that damn 57mm AT and taken the last objective!!
It was such a good feeling to made it at least!
So, I would suggest to have patience and try so long, still you have the tactics, which brings success. It worth it!