The results I've had so far are that units only support other units in the same formation rank if they're completely equal. I can get infantry to support infantry, but not artillery to do so.
I was able to get it working in the same formation like so:
Mechanized company (4k rating)
Battalion HQ formation (15k rating)
Infantry company (4k rating)
Artillery company (4k rating)
The brackets show their HQ capacity - this way allows the artillery company to support the infantry company. However the artillery may only support the infantry in its parent battalion so you would not be able to have it support the mechanized company.