@AggonyDuck: Military access rather than making them join would solve that problem IMO.
For actually taking Gib, here's my first rough draft for a plan:
- phase one: build railway tracks directed towards Gibraltar a bit inland before moving any troops through Spain. At this phase of the plan the military access must still be a secret
- phase two: send one or more railway guns through Spain together with the main force of infantry and tanks, and land planes at Spanish airfields. Next the railway tracks built will come into use...
- phase three: artillery bombard Gibraltar with the railguns and/or other heavy artillery that can be hidden far inland and difficult for the British to find, spot and hit back with ship or ground shells. If Gibraltar really is such a high rock that dominates the landscape and is difficult to run uphill towards in an attack, it should be easy to provide decent spotting for covering the rock (and ships beyond it) in smoke shells. It doesn't need to be fully covered, just enough to annoy and cause confusion and limit their sight. Using an artillery "carpet bombing" of smoke shells would fulfil this goal even with inaccurate long-distance heavy artillery.
- phase four: when the rock is blinded enough, send in heavy bombers. IIRC, AA guns of the time weren't radar controlled so the smoke should blind them quite effectively and the bombers shouldn't be in too much trouble. If the bombers could drop magnetic mines over the ships too it would be even better.
- phase five: when the bombers have done their work, and the heavy artillery keeps the smoke screen intact, lighter high-precision artillery moves forward and starts a more exact bombardment when the enemy ship turrets are too blinded to fire back accurately. Remember that if the harbor is well covered in smoke, the ships will have very great difficulties navigating out of the harbor, so we can expect limited returned fire from the ships in harbor for at least an hour. And if our bombers and artillery could also score some explosive shell hits on the enemy ships that would be a big bonus. In this phase, we also move in Stuka divebombers for higher-precision bombing of the ships in the harbor, and fortifications on the rock. During this phase, the smoke cover will be improved by the lighter artillery and so should make Stuka attacks more feasible (they fly lower than bombers and are otherwise easier to hit with AA, IIRC).
- phase six: when the higher-precision light artillery and Stukas have bombarded the ships and the rock for a while, and the artillery has created a more exact and accurate smoke screen than the heavy artillery could, the infantry starts moving in. The rock is blinded by the smoke and the infantry won't show up on radars. The infantry carries with it poison gas shells, handgrenades, flamethrowers and hollow charges to deal with the bunkers of the fort. They should also have SMGs, a possibly one or two MG34s (in the light MG role with bipod) could be put down in the fort corridors if needed).
- phase seven: the infantry can call in support from a limited force of tanks if it becomes necessary (against enemy tanks - if any - in the area)
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