It's not that hard really. Have the South do better in the war, but still be on trajectory towards loss when Lincoln is assassinated. I suspect, had Lincoln been assassinated in early 1864 this might have been a result, McClellan or not...
Old Abe was a good leader, but it's not like the Union was hanging on by a thread. It's quite possible a lesser leader could have still won the war, and if the Confederacy (as a whole) was blamed for the assassination rather than die-hards, then even old McClellan might have seen fight to enact a bloody southern purge. (And the Confederacy as a whole being blamed for the assassination would be more likely, had it occurred before Lee's surrender. Most Northerners would probably believe Lee was behind it, and support his handing, along with his staff.)