I'm not yet capable of buying Nebelwerfers (april 1941), but do they have the same problem?
And on another note, it seems to me that support points don't save up but depend on the map. But do the points you use to expand your core save up? Because I have already been saving a bit now to change my Panzertabteilungen to Tigers in 1942, but noticing support doesn't save up made me a bit worried that i was wasting points i could use to expand my force.
And to conclude: in the Schwere Artillerie, I saw a 60cm cannon that fires HE shells, but are these HE shells also capable of blowing up heavier tanks? (matilda etc.)
If you look in the Encyclopedia you can find the dates that weapons are available to and from. Observe:
Nebelwerfer 41 as you can see becomes available to buy in June 1941, as does the 28cm and 32cm Wurfgerat. Nebelwerfer 42, Foot Stuka, Vielfachwerfer, etc. all become available at later date. Note that there is a button to read the Encyclopedia in the middle of a battle, so you can check it any time.
Support points don't save up, but if you have more than a certain number (1000 for me in my current campaign) repair points left, they are added to the support points. So if you don't have to fix a lot of your tanks or infantry (or for whatever reason choose not to), points will be added to the support phase. Note as well that different types of battles will give you different points. You might get 750 support points for a regular meeting engagement, and then 1650 points for a Defense, and next battle 2000 for an Assault, and then 3500 for a River Crossing.
For artillery, it's easy to figure out what will damage what: the numbers under KILL say the maximum number of enemy troops that will be killed by one shell. For a light mortar, this number might be 6:0 (i.e. best case scenario, one mortar shell will cause six casualties). For a heavy off-map gun (like U.S. 8 inch gun) the number will be much higher. For the Karl-Morser it's 106:0, meaning that a direct hit into the middle of a swarm of infantry could theoretically (and if you are very lucky) kill 106 enemy troops. Hardly ever will the actual results get close to that, but I've killed 20 and 30 troops in well-timed Nebelwerfer barrages. I've used Karl mortars a few times on Eastern Front and they are mega, but a little innacurate. It's hard to hit and easy to get frustrated, but if you have artillery spotters in your core that have gained experience in previous battles they are devastating. They can just wipe a city block off the map.
As for the armor penetration of artillery, look at the number under PEN. The left number is penetration with HE shells, the right penetration with AP shells. If the gun/vehicle has HEAT or APCR shells the number will appear under the respective label. As we can see the Karl-Morser has a HE penetration (left number) of 13, which means it will go through the armor of any tank less than 13. Off-map artillery only has to worry about the top armor, and I don't many tanks that have 130mm of armor on the roof.
So I would say check out the HE penetration and AP penetration of artillery. Off-map won't have AP shells but usually field guns like Russian 76.2mm, SiG howitzers, 25pdrs etc. will have some AP or APCR for emergencies. Even then, you can still use HE shells to defend against armor, just remember it's the left number that shows how much armor a HE shell can go through, and that like in real life this is extremely unreliable. For example, the 25pdr can go through an armor value of 2 with HE shells, and I've had a 25pdr HE fire knock out two Panzer III Bs in quick succession once, and then have their shells bounces off a Panzer II C ten times before finally killing it. But HE fire can cause a lot of damage, blow off tracks, etc.