If the Crimean Goths can not have their own state, then they can atleast exist as a distinct group. What makes the Goth cohesive in OTL and in AH? In OTL what lead to the assimilation of the Crimean Goths? Was it small population size, contact with others, disease, violence? The Crimean Goths i think could have survived as a distinct group if they had something to make them different from their surrouding. Something esential.
I think the religion angle is the right one. But it's still a big challenge, making it so that Islam/Orthodoxy/Catholicism is practiced by the Goths and only by the Goths.