In the past, I tried to LP "Civ2, WW2 as Axis", but it failed horribly and I never did any updates past the first chapter.
I am surprised that nobody used nuclear weapons in the war. That's a good thing: nuclear weapons can cause a lot of pollution, which can eventually lead to global warming. That was something I was expecting to happen in that LP as well. Granted, I suspect the reason nobody used nuclear weapons was because you did not bother to build the Manhattan Project, even though doing so gives you an extra Objective point.
One thing that isn't readily apparent though in that scenario (which is why I'm making this post): it is possible to switch your government as the Axis.
The Axis does not have Fundamentalism researched, so if you can research that, then you can get the option to go into Anarchy, and then after a turn of anarchy, you can switch governments. I tend to aim for Fundamentalism because I like the 100% happiness rate, but if you hate corruption, you might take the opportunity to switch to Democracy. Though I'm a bad Civ2 player, I would suspect that a better Civ2 player might take advantage of this 'govswitch' to improve the Axis' chances.
Normally, you CAN'T choose to go into anarchy during a scenario; the option is just disabled. However, the game offers you the option to go into anarchy immediately after you research a new government tech, and that, surprisingly, is not disabled.