About the Holocaust and other war crimes on HOI4:
Let's say you’re “morally ok” to implement it, would there be ANY effect "gameplay" wise on implementing it? From what I know it’s wasn’t that much a logistical strain on german war effort. And clicking on a event “gas the jews” just for the flavor on it is not my personal definition of fun.
One game where it was “smartly” implemented is Decisive Campaigns: Barbarossa, as the game model the relation between the player avatar (who is supposed to be Franz Halder) and the various other 3rd Reich leaders (including Hitler, Himmler, Goebbels etc…).
Said relation having a big impact on the gameplay (in a nutshell, having good relations with the Fuhrer is helpful if you need to convince him of, for example, releasing more truck to help your logistical train or not change the campaign main objective from Moscow to Leningrad in the middle of it).
In that context, lending a hand to the Einsatzgruppen (to gain better relation with the Fuhrer, but penalty with your military commanders) is a decision given to the player that is both interesting from an “ethical” and gameplay PoV . The game also include stuff like how harsh your security force will be with partisan with immediate decrease of activity if you choose to be harsh, but long-term increase etc…
The player can of course choose to not “activate” those event in game by choosing an alt “Clean War” option at the start of the game).