Hi! Kamerer already gave sound advice, but since you have additional questions, some extra answers:
About the victory conditions: I believe the DV is instantaneous, so just take 10 VHexes, but you need to have destroyed the HQ as well.
On turn 2, you should get a message, and the screen will center on the location of the HQ (it is a strongpoint on an airfield). So no worries about that.
About the units: I think the F-W 190 D9 is a big dissapointment, you lose 1 HA, and a lot of range. It only offers 2 extra AA, although the upgrade is very cheap, so it might be worth it when defending against waves of bombers. But for this type of scenario I prefer range, and the F-W 190 A8 is a better bomber escort.
Artillery: difficult decision, I love towed artillery, but the SP arty is more flexible on the attack. The SiG's, Wespe and Hummel are all part of the same upgrade family, making them even more attractive. I usually don't upgrade towed arty beyond the 17cm, because the 21cm has a lower rate of fire (RoF) and is quite a bit more expensive. The 15cm and the 17cm have the same RoF, so you won't lose as much efficiency when upgrading. If the aim is to supress rather than kill, I'd rather have more shots, so the 17cm is good enough. This also explains why the StuG IV is so efficient for its stats, it has RoF 11...
If supression is not good enough, and you want kills, not some number changing color, take a Nebelwerfer. I had one during GC '45 West, a towed 30cm with +1 move. It usually followed a Grenadier around, and had a mobile AAA glued to it. This formation was my 'Two Step Snake' (I'm not sure if you're familiar with that urban legend), but with a twist. The twist being that it took two steps and then something else died. I watched it ambush an Allied unit once during a snowy turn and the Grenadier didn't even have to shoot

. You have to feed it regularly, however. Which reminds me, I had a Wurfrahmen with a range hero as well... using it felt like cheating. Anyway, I digress. What was I typing about? Oh yes, your artillery choices.
The SiG 38(t) is slow and has only 4 ammo, but is better protected than the more mobile Hummel. I my experience, late in the war any serious attack against either will usually do enough damage to take them out of the fight. I found them both useful, both have RoF 9 and do good damage, but the SiG is less suitable for following a mobile attack force. Although in my experience it seems a lot more survivable than the Hummel, this is partly due to the fact that the more mobile Hummel usually is closest to the frontline, and a therefore a more frequent target, while the SiG is spending another turn reloading and trying to catch up. In my opinion, the best SP arty to follow tanks around with is not the SiG or even the Brummbär, but the StuG IV in arty mode.
I'm usually able to use quite fragile support units, because I always invest heavily in air defense, and besides a sizeable fighter force I always make sure I have some decent mobile AAA, to free up the fighters. Since you need something survivable, let me take you through the options:
Hummel: GD-3 AD-5 Dead meat if attacked, but it can stick close to other units for protection.
SiG 38(t): GD-10 AD-10 About as tough as a mid-production Panzer III or IV. I don't think you really want to test how tough it is, which says it all, really.
Brummbär: GD-16 AD-12 Now we're talking. About it's range, which guarantees it will need that toughness. Great on defense, not so good on the offensive.
StuGIV arty: GD-15 AD-12 It rules. The end. To glorify this engine of destruction, let me posit the following

:
For a mere 347 prestige, you will get two units. One unit, the one you sign up for and gets delivered to your frontlines, is a mediocre self-propelled anti-tank unit (SPAT). And I only call it mediocre because I'd get sued if I told the truth. It has two positive qualities: first, it's better than the JagdPzIV/48. Second, it carries more fuel than the StuGIII. This is especially useful after it fails (
again!) to overcome even the most basic Allied tank, because it burns so much longer than the rest, making it a better torch to shine a light on the dismal failure you've just bought. Based on these two qualities, I conclude that this is a SPAT for people who hate SPAT's, and want to watch them burn on the battlefield. Even the enemy recon units breathe a sigh of relief when these babies come rumbling out of the fog.
But what is that? This little button, that looks like a tank in a crosshair, why is it all shiny? Is it trying to tell me something? Is it a self-destruct button, to save me time? Why, let me press it... It's a transformer! And this 'mediocre' SPAT turns into this marvellous machine, an artillery unit. But what sort of artillery unit?
5 move, 53 fuel, 6 ammo. Almost like the Hummel.
Ground defense 16, air defense 12, close defense 1, and it's a hard target. No, this is more like the Brummbär.
Range 2. Mmmh, not good for getting at those far-away targets or supressing opposing arty, but it can reach anything that is next to the unit it is supporting. And because it is tough it can be risked and moved next to enemy units to try and reach out at their supporting units. Good enough for supporting offensive operations with units that can stand up to enemy artillery strikes.
Soft attack 7. Ouch, not good. But it will supress very nicely, and these go to eleven... (shots, that is, it's rate of fire is 11).
Hard attack 10... Sold. I'll take four.
It's only missing one thing, it should come with a warning label on the barrel: This side up!