buffer state

A challenge: With a WW2 PoD anytime after the beginning of Operation Barbarossa in June 1941, how can we craft a scenario whereas Nazi Germany fails in its grand strategic goals, but survives in Germany (perhaps with a few puppet states) after a successful defensive effort or negotiations with...

Just what the header says. The most obvious point of divergence is during or after the Mexican American War but I feel there are other opportunities too. Bonus points if you can get one of these states to be a refuge for Native Americans or African American. Another bonus if you can somehow...