a) General Sanjurjo avoids death by excess luggage, leads the Nationalists to victory in the Spanish Civil War, and is Caudillo afterwards.
b) The Allies break Enigma a few weeks earlier, and as a result anticipate and destroy the German invasion of Norway. In all the gloating over this triumph, the Enigma breach leaks.
The setback in Norway and the need to revamp ciphers completely delays FALL GELB (the German attack in the west) till the end of July 1940.
With Germany apparently in check, FDR decides the war crisis does not require him to run for a third term. He announces his retirement at the convention in late July. (For real: no "voice from the sewer".) Sen. Burton Wheeler (MT), who OTL was prepped to jump in if FDR withdrew, does so and gains the nomination.
At the beginning of August, Germany attacks in the west and blitzes France like OTL. The campaign ends in September, and after the Norway debacle, the Germans have no thought of invading Britain. Instead Hitler decides to bomb and starve Britain. No Battle of Britain, just the Blitz. To aid in the Battle of the Atlantic, Hitler asks Spain to join the Axis; Sanjurjo, far less cautious than Franco, agrees.
Things get very ugly for Britain in the Atlantic...
In the US: the Allied collapse in Europe upends the election. Wheeler is a fanatic isolationist. Willkie tries to take advantage of this by going outright interventionist. It almost works: Willkie sweeps the northeast, gaining 11 states with 198 electoral votes. But Wheeler gains three midwestern/mountain states with 16 EV. (Wheeler's isolationism is an advantage there; plus he has ties to the Progressive wing - he was Fighting Bob LaFollette's running mate in 1924.) Wheeler wins, 267-264.
While Wheeler is President, there will be no US aid to the Allies (OTL he was vehemently opposed to Lend-Lease), much less any direct involvement. (Even the Japanese can see they shouldn't poke the US.)
Back to the war.
Resuming...
One reason for the delay in resuming is I'm not sure how to continue. There will be a lot of handwaving from here on.
With Spain in the war, the Battle of the Atlantic is much more difficult for the Allies. OTOH, with Norway under Allied control, the BoA is more difficult for the Germans, too. Not a wash.
Germany and Spain will want transit through Morocco to Rio de Oro and the Canaries. This will annoy the French.
With the Kriegsmarine gutted and the Norway result ruling out an Axis invasion of Britain, the British decide not to do the Mers-el-Kébir operation. So additional French colonies join Free France, including French Indochina. (Dunno if there was really a chance of this.)
Japan stays out of Indochina.
Friction between France and the Axis boils over in mid-1941. The Axis occupies southern France and Morocco, and tries to seize Dakar. Most of the French Fleet, including several battleships, escape to Dakar. The remaining French colonies join Free France.
On-going NW Africa campaign in the desert N of Dakar, and in the Atlantic to the west. Morocco and Canaries as an Axis base, disrupting Allied LoC to Africa, but the Axis is at a very long LoC itself and the RN still has dominance of the sea.
Gibraltar and Malta fall; Italy gets entangled in the NW Africa theater and never invades Greece. Greece Bulgaria, and Yugoslavia remain neutral. Italy does invade Egypt and Britain does counterattack, but three months later than OTL, with less success. Some German reinforcements, but not Rommel, so it stabilizes.
Axis invasion of the USSR in June as OTL. Ironically - without ULTRA, Britain does not provide the completely detailed warning of OTL, which Stalin dismissed as British provocation. Looking only at Soviet sources, he sees the invasion coming and has the Red Army prepared. So the initial Axis victory is massive, but not colossal as in OTL. Also, Finland remains neutral (apologies to DrakonFin, but that's what I think would happen), freeing up several hundred thousand troops for the main front. The German attack stalls around Novgogorod, Vyazma, and east of Kiev.
Pausing here... this will be completed later.