You don't need a road to connect a hex feature to your network, but it's a good idea to have one anyway because if it comes under attack you won't be able to mobilise a defense without one. And don't forget that any unit that isn't yours can claim territory simply by entering it. You definitely don't need a road to the water - as long as it's within your zone it will start to be collected.
Dunno about tanks...I
think if the tech tree says they can be discovered, that still means you're waiting for the random discovery via your research council. Just keep making new discoveries and presumably the chassis will come up eventually? I've never made it that far myself so that's all the help I can give you.
The sales tax is just a tax on any sales made by the private economy (so invisible to you except for the revenue on your balance sheet). However I think in the reports tab at the top, if you switch to zones then click on zone news you might see in the detailed log exactly how much stuff is being sold. The investment that I mentioned is something else. I think you access it via the governor and "zone orders" - I can't remember now! But the zone info panel at the bottom of the screen will show you how much investment has accumulated. My understanding is the more it accumulates, the greater the likelihood that private assets will be built (which ultimately means more service and sales taxes for you). So it is, quite literally, an investment. Probably helps pop happiness too.
For myself, I noticed some nonaligned forces to the south claim a bit of my territory. I still don't have a supply network so I have no choice but to just watch for now. I moved a battalion to intercept just in case and reinforced it with some militia artillery - better than nothing. I can't move any other battalions in because they're maintaining my borders.
Mistake made and lesson learned - I should have built all three of the machines I needed for my industrial asset production. The problem is the construction is now eating all of my IPs, so on the next turn when I need to build the third and final machine, I won't have the IP to do so. I now have no choice but to wait for construction to stall, freeing up the required IP. Basically this means the construction will take one turn longer than it should have. Oh well, live and learn.
Thanks to Geek's generous posting of his screenshot, my suspicion is confirmed - I have many times more credits than he does.