SCENARIO ONE
First POD: Stalin doesn't stop the Ili National Army when it's on the verge of capturing Urumqi in 1945.
https://www.alternatehistory.com/discussion/showpost.php?p=11115746&postcount=3 He also intervenes in the power struggle between the pro-Soviet "progressive" wing of the Ili rebels (led by Ahmadjan Qasim,
https://en.wikipedia.org/wiki/Ehmetjan_Qasim who had spent a decade in the USSR) against the "Turkic/Islamic" wing so that the "progressive" elements dominate all of Xinjiang, not just the "Three Districts" as in OTL. Then, when Chiang wins the Chinese Civil War (that's the other POD), the East Turkestan Republic declares itself independent and asks for Soviet support...
(Incidentally, in OTL some people find Qasim's death in a plane crash in 1949 a little too convenient for Mao.)
This is not very likely: I do not think Stalin will want to alienate China--even a KMT China--to that extent, though he will try to maneuver to keep some Soviet influence in the "Three Districts."
SCENARIO TWO
The Turkish Islamic Republic of East Turkestan (TIRET) proclaimed by emirs in Kashgar in 1933 somehow survives. Very implausible--it just had too many enemies: the KMT, the Soviets, the Tungans, etc. Despite the claims of its critics that it was a "British puppet" it doesn't seem to have gotten any British support, either.
SCENARIO THREE
The Japanese, having established control in Inner Mongolia, move west and establish an Islamic "Manchukuo" in Xinjiang. The problem is that this involves a serious risk of conflict with the Soviets, and it's not clear why Japan would take it.