The final goal is to build something like this:



The primary things to notice about this construction are: 1) The expressway does not make a large curve after the transition; 2) The angle between the two legs of the expressway is quite sharp; 3) The distance between the two directions of the expressway is quite small.

Building this requires some precision, and some additional space, but with practice the process itself can be quite fast, and the techniques can also be used for other kinds of constructions.

I've made the screenshots for this guide in the map editor on a blank map, so you won't see any actual landscape or construction cost tooltips, but all of the techniques used work equally well in-game and in the map editor.

The first thing to do is switch to Underground mode, since that gives you a grid to work with. Precision engineering requires precision tools! Unfortunately we don't get snapping to the grid, but it's still a giant help.



The avenue is built along a gridline and the end is placed at an a grid intersection, marked with the red cross. This will be the reference point for the construction.

Let's get building the transition.
From the reference point, count 7 gridlines forward and two outwards. Build the first part of the expressway to that point from the reference point.



These coordinates (7 forward, 2 out) seems to be just about the sharpest angle the game allows you to build the intersection at while still letting you connect another expressway-leg too. It's probably possible to find a sharper angle, but it won't help a huge amount.

Proceed to build the other leg, remember to start at the other end so it runs in the opposite direction. Again, 7 forward and 2 out.




The final result looks like this:



The next step is chopping those legs to something shorter.

One thing to keep in mind is that every type of road (including metro tracks) in Cities in Motion 2 has different rules about how sharp angles and how steep grades they can form. The pedestrian path is very forgiving, and also cheap, so it's useful as a "utility" for adjusting other roads.

We want to cut off the long legs expressway transition, but right not can't because they are a single road segment. By connecting another road to them, we can make an intersection, that cuts up the expressway and allows us to bulldoze the end.

Build a pedestrian path perpendicular to the avenue, two gridlines forward from the reference point, connecting to the expressway:



Repeat for the other side.

Immediately bulldoze the two small paths:



This has created two "joints" on the expressway (circled below), and lets us also bulldoze the long ends:



This leaves just some stumps of expressway, exactly what we want: As little of it as possible at an angle from the avenue.

Almost finished, now it's just building the expressway on out.



But notice how it still leaves those blank "joint" pseudo-intersections between the angled stumps and the actual expressway. Those are easy to fix with the bulldozer:



Bulldozing joints like this is only possible when there are exactly two roads coming in, and they are both of the same type and same direction. In the game, it costs a flat 15 money to remove such a joint.

Finally, you can marvel at this impressive feat of civil engineering!