New York City
1) the scenario that enclose the map of Finland says that all units in Finland and in Romania are "frozen" on first turn. The same scenario played on the main map only doesn't have this rule: it is an omission?
Yes it is. You should have an errata sheet that came in the game that addresses this. The same information plus new things is here on BGG - in an errata folder. You really want to get that.
2) both scenarios says that "there is not attrition on game turn 1". It seems that there is a regular supply phase and in this way about 2/3 of the Russian units are Out of Supply before the start of the game! This would be the first game on the subject where you start with units already OOS! It is an error?
Not an error - many of the Russians are OOS on the first turn. How the German surprise attack is handled.