It's been a while since I've played most of these, but here's my experience:

HOI4 and EU4 are both complicated on a width scale. There are a million billion individual mechanics and I wasn't always sure what every button did (this was especially true in HOI4). But, each individual mechanic is actually fairly straightforward, so once I was able to consistently remember the mechanics existed, the challenge became understanding how they interacted with each other. In that regard, I think HOI4 is probably more difficult than EU4, as a lot of EU4's mechanics felt like they existed in a vacuum or only applied to certain parts of the world, where most of HOI4s mechanics had to be used together regardless of context.

V2 has fewer mechanics but they are far more arcane - it's more complicated on a depth scale. Now, instead of trying to find the button that does something, the challenge lay in understanding what the button actually does. V2 also presents a boatload of information that is difficult to navigate and parse, so the challenge once I knew what a button did was determining when to actually push it.

CK2 I didn't have much of a problem with, probably because a lot of the mechanics are more personal thanks to its focus on individual characters. Things make a lot more sense when they are personalized and/or humanized, even if they are describing things that happened a thousand years ago.

Stellaris can go either way, depending on what sort of empire is picked. Some are very simple because they reduce the number of mechanics (e.g. AI collectives not needing food), while others are way more complex or challenging.

For the newer games, CK3 is very accessible, even if one hasn't played CK2, as it retains its personalized nature but also has the nested tooltips so you can get explanations of mechanics right on your screen as you're trying to make a decision. V3 I haven't really played enough of, but I found it only had two really complicated mechanics and not much else.