I unironically want the new game to be March of the Eagles II. There needs to be another attempt at the Napoleonic era by Paradox.
The only way I'd touch that is if it was actually Hearts of Iron: Napoleon like the first should have been, and has THE WHOLE WORLD. The whole thing that makes Hearts of Iron interesting is that it depicts the entire world, including countries and frontlines that never happened, but could have. There was military action of some sort basically everywhere in the Napoleonic Wars, the British-French duel for India happened, the American/Indian jihad for the west (Appalachians to Mississippi) happened, the collapse of the Spanish Empire happened, global naval warfare on every sea.
MotE and Napoleon: Total War both ignore that to their detriment.
I want to conquer India from Egypt, conquer America from Haiti, and kill all B*tish people as Andrew Jackson.
And there is a real gap in the Paradox timeframe. To me, good grand strategy design takes real world historical processes, boils them down to game mechanics and goals, and uses them to create narrative. Victoria, for example, has a sort of combination of three major stories going at once: industrialization, the rise of ideological politics (liberalism, later totalitarianism), and colonization. A good grand strategy game should also start in the aftermath of a major war and end with a major war, since these major wars tend to mark major shifts in the world and give an excuse why your entry into the story, at that moment, matters. There's a CONTEXT to what's going on. It also helps for the start date to be one where the "winners" are primed to win and consolidate, but there's still plenty of small things that can change, or chances for something to derail.
Terra Invicta is exhausting to play, but it's a masterpiece of that kind of mechanic storytelling. (But has the advantage of being a fictional setting, too.)
They vary as to how well they fit that, and modders tend to have better taste in start dates than Paradox. MEIOU and Taxes uses the end of the Black Death as its start. Victoria's Congress of Europe submod for PDM uses 1821, the year Napoleon died, and of course ends in WW1's aftermath. HOI is a single war game.
And I'd just like three main start dates for any game: Normal, Earlier (for a more dynamic game), and Endgame (for when you want to play the war, but with the game's normal mechanics). Like in Victoria, that'd be 1821, 1836, and 1914.
What's lacking is any space for an actual, vaguely historical Revolutionary/Napoleonic Wars game. The advanced starts in EU4 are all completely broken. The game just won't deliver something all that similar on its own. The best it does is have a mechanic, a shitty mechanic that doesn't really work properly. It would make considerable sense for it to be the end of the "colonial era" game (EU4), but it also makes sense to have a long run like, say, 1789 - 1829 (just round it off, makes more sense to have slack in the end date than fix it awkwardly). I've felt that what EU4 needs is for the Revolution to be made into a catch-up mechanic where a failing great power gets massive bonii (6-star generals, massive manpower boosts from the levee en mass, impervious to war exhaustion, etc.) so that it's a boss fight if you're the winner (historically, Britain) and a chance for you to rally back if YOU'RE the revolutionary (historically, France). The kind of beefy bonii and coalitions that makes it a third-of-a-century slugfest of the Revolutionary vs the World. I hate that they're obsessed with the Ottomans (a first rate power at start, but a third rate power by the end, already the sick man) as a boss fight.
I've wished they also had a longer, real strategy game for the World Wars era. I think HOI is kind of shitty because it tries to be loose, but it does'nt have a runtime long enough for its bajillion civil wars and revolutions to actually make any kind of sense. If it had economic/diplomatic/political depth and a start date kicked back to 1922 (1918 early, 1939 advanced) it would be much better. If someone wants a WW2 simulator that's called Gary Grigsby.