Sea Lion is a bit tricky. I did it twice in HoI 2 but because the UK was kinda bugged and left some of it's coats without defenses, I was never able to do a Sea Lion in HoI 3.
Shouldn't be THAT hard actually, you have a perfect base (France) to strike, no big deal. But you know the problem is that Germany starts with a small navy AND terrible naval doctrines with NO carrier techs at all, and to win naval wars you need carriers. Plus, you must win with what you have against a navy that was made to knock out two navies at the same time, the Kriegsmarine and Regia Marina. I was never able to win the naval war as Germany in the long run, I was able to sink a few ships from time to time but I had to send my ships back to port for repairs, and when the repairs were complete the US had already joined the war, and good luck beating the USN.
Bombing the shit out of the RN in their ports is a good idea, they, however, tend to keep their big ships on Scapa Flow and, iirc my Tacticals can't reach there but my Ju-89s can, but they will be annihilated by the RAF.
France resisting is making things bad, I don't like Vichy France, so I decided to CONQUER ALL, yes, it's way more fun and way more rewarding. It's november now and let's say by December I finished with France, losing no time I have to invade the balkans, starting with Yugoslavia, probably creating Croatia, then Greece and PROBABLY Romania, puppet them and get good oil income from these guys. At the same time, an invasion force heading towards Norway, either with a paratroopers+amphibious force or a land invasion trough Sweden, which will give me total control of the Baltic sea and good metal resources. After that it's possible (IIRC) to create some sort of union between Norway and Sweden called "Scandinavia" which will keep rebels out AND provide cannon fodder men for any big war.
Then the Soviet Union, that will consume 80% of my land troops, assuming the 20% remaining will be for defense, occupation and reserve..... so, where does Sea Lion fit in?.
That is the problem of Sea Lion :/