OK, a couple of things:
The chance of Little Boy not exploding is very low, a gun type uranium bomb is incredibly simple conceptually and practically, the only real (huge even) issue is getting enough U235. The allies were so confident that Little Boy would work that they didn't even bother testing it (unlike the Plutonium Implosion weapon, Fat Man). Fat Man was far more complex, there might be a chance of it not exploding.
As above, a gun type uranium bomb is conceptually simple. The problem is getting enough U235; so, even if the Japanese receive an intact and unexploded bomb and reverse engineer it, they are basically no further forward towards making more bombs. The hard bit is separating U235 from U238.
Even if the Japanese have Little Boy they have no means of delivering it. They could I suppose hide it on a probable invasion beach ready to explode. But really one Uranium bomb and no means of delivery does not make Japan into a 'Nuclear Superpower'.
I have read quite widely on this subject and I have never heard any suggestion that the Germans had spies in the Manhattan Project. The Russians did, but not the Germans.
The German nuclear scientists did not have a full understanding of how to build nuclear weapons; they were also all in Allied custody. See:
http://en.wikipedia.org/wiki/Farm_Hall
The Allies have
a production line of plutonium bombs. If one fails then IMO they will keep building them, shipping them out and dropping them until one does work.
So, sorry, but if you want a PoD that gives Japan nuclear weapons and enables them to survive WW2 without surrendering, then 'Little Boy doesn't explode' isn't it.