1. Support units - have looked through the threads and I am starting to get a feel for the combat SU and where to put them - where is the best place to put the construction ones so that they fix railroads?
That depends on what you're trying to achieve/how much of a chance you want to take that the construction units will fix the rail line you're hoping they'll fil. Generally speaking, the lower the HQ, the more "control" you have over which hexes the construction battalions will fix as lower HQ's have small command radii (construction units will only fix rail lines in the radius of their HQ). Construction units assigned to corps will repair rail lines within 5 hexes of the HQ, BUT those construction units might also assist in fort construction of assigned units. I guess in the south you could empty a few minor Axis corps HQ's and give them construction units (essentially creating something resembling a rail repair HQ), but the Germans don't have corps to spare for such a strategy.
I'd suggest assigning construction units to army and corps HQ's, with a handful in AGS as HQ density's pretty low in the AGS area.
2. Support units - do you guys play with the locked feature on - if not do you lock certain HQ's?
As an automated support unit movement prevention measure, I'd lock rear area HQ's for the Soviets and at the least lock RHG commands as the Axis. You might also want to lock air HQ's if you don't want them to hoard your AA units. If the goal is to keep support units in a HQ, I'd suggest locking them as soon as the desired support units are assigned to the HQ.
Keep in mind that construction and engineer units have their own support level they'll try to achieve for HQ's, which is documented in the manual, so a support level setting of 0 in a HQ may cause construction and engineer units to move in or out of a HQ.
3. Support units - is there any penalty for having too many attached to a HQ?
Literally: no, not that I'm aware of. More support units statistically increase the chance that at least some will be committed, but you have little control over which units are committed so I prefer to significantly limit support unit presence in HQ's and assign mostly artillery and construction units to the HQ's, attaching combat support units to German divisions/Soviet corps. The minor Axis and Soviets (in the first year) don't really have a choice, as they can't attach anything to divisions.
It will take a while to clean up those huge amount of support units some German HQ's start with.
4. Supplies - how do I keep supplies and fuel to the forward units? - right now I am playing the Smolensk scenario and by turn 2 I am out of fuel - is there some mistake I am making?
Primarily through air supply. This is a part of the game that sometimes seems a bit too modern, but it works. Air supply combined with what they get from the regular logistics phase should keep fuel levels around 50% at worst. It's more efficient to drop fuel on HQ's than on individual units, but if a unit is out of it's HQ range, that is naturally not possible.
5. Leaders - do you guys go through the entire roster of leaders and reassign them ot just leave them as is - just curious
Assigning new leaders to Soviets corps is in my opinion a waste of AP's as they withdraw soon. Flavio and me are on opposite ends of the spectrum when it comes to assigning leaders to Soviet armies: he prefers to get good leaders in there ASAP whilst I prefer to wait until the German onslaught has slowed down a bit. Flavio's main reason to do so is that it can significantly improve Soviet performance in battle (I'm guessing he's referring mostly through doubling of CV at successful infantry/mech rolls) My main reason for this is that it reduces the chance of losing a leader and will keep his win/loss ratio clean.
Keep in mind that Soviet losses don't count on the same level as wins early on, whilst for the Germans the situation is reversed (the German win count ratio compared to losses is 10:1 early on, so they need 10 wins to compensate for 1 loss in order to maintain a positive ratio, I'm not sure whether the Soviet ratio is, but it's probably close to the reverse). This situation is in turn reversed again over time, with German wins weighing more heavily and Soviet losses weighing more heavily later on compared to 1941. Obviously, if you start a mid to late war campaign, the win ratio used will be the one for that time period, not the 1941 one.
. I currently believe that the motor pool ratio is the most important factor in the game. Getting that out of whack is a killer.