AHC: Independent Medieval/Early Modern Finland

Basically, how can we make Finland into an earlier independent monarchy or republic, with a PoD anywhere between 1200 and 1800 AD?
For example, could a scenario like this come to fruition if Sigismund III Vasa manages to regain his long desired Swedish throne, but fails to pursue all the Protestant nobles, who establish a government in exile in Finland? I'd be more interested if an independent Finnish monarchy could be created less by accident and more organically, however.
 
For example, could a scenario like this come to fruition if Sigismund III Vasa manages to regain his long desired Swedish throne, but fails to pursue all the Protestant nobles, who establish a government in exile in Finland?

Finland and Finnish nobility were actually one of the power bases of Sigismund in the struggle between him and Duke Charles. In contrast, Finnish peasants supported the latter which eventually led to the Cudgel War in 1596. In addition, compared to the western half of the kingdom, Finland had retained more Catholic influences. There actually existed a distinct possibility that Finland could become split from Sweden and come under the Polish control if things had gone differently. A development like that could lead to an independent Finland down the line though if Poland wasn't able to hold the area as tightly as Sweden. From the Swedish perspective Finland was always a core area of the kingdom after-all while for Poland it would be very much a periphery. This was probably also the reason why this option wasn't pursued by Sigismund, Finland just wasn't worth the price when compared to the whole kingdom.
 
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