Hello,
The outline color (gold, black, silver) does NOT matter in any way when it comes to upgrade. The outline simply indicates if the victory point is Major, Secondary, or Regular.
Big cities = capitals. Find a factory, those will work fine too. Or Reinforcement Tile.
No, having it a captured unit will not matter.
All captured units are made core units because until recently, you could NOT upgrade captured equipment, and therefore anything you'd capture would be lost. This kinda suck if you wanna keep a T-34 or a KV-1 as a core unit! What if you don't want it? Just disband it :)
This could be changed now that I have implemented a way to upgrade captured equipment.
You did not complete anything at all after playing 2 maps. I do not know how you started the campaign, but unless you started the campaign through the CAMPAIGN MENU, it won't lead you anywhere. You need to play the campaign through the campaign menu in order to have the possibility to go from one scenario to the next etc. When completing a campaign scenario, you will find one or 2 buttons at the top left of your screen indicating which scenario you have access to next, clicking on either will load the next scenario.