Hmm... This is something which I have considered before:
Operation Valkyrie is a success. Germany makes peace with the western allies (probably requires an earlier POD which makes Roosevelt and Churchill less happy with Stalin). Stalin is initially less willing to make peace and continues the war. The Wehrmacht pulls back to the Vistula, armies in France, Italy and the Low Countries are rushed to the east.
The Red Army fights the Wehrmacht back to the Oder, while the WA fully occupy OTL Germany (maybe including some of Silesia) and Austria (maybe Czechia too?). The occupation zones are vastly skewed against the Soviets. Stalin, still wanting to have a German state, does not expel the Germans from Prussia. East Prussia becomes the Democratic Socialist Prussian Republic or something like that and a member of the Warsaw Pact. Cold War ensues, with an Iron Curtain falling on the Oder River - OTL Czech/Slovak border - OTL Austrian/Hungarian Border - OTL Austrian/Slovenian Border.
After the Cold War ends, Prussia does not desire to reunite with Germany, and vice-versa, due to cultural, economic, and geographic reasons. Prussia styles itself as the fourth Baltic state, rather than an east german one, and becomes a prosperous little country in its own right, having friendly relations with the other Baltic States and Poland.