Doing a bit of reading about the Volga Bulgars got me thinking.
A lot of Russia (or the former USSR, I suppose), was once ruled by Muslim states. the Volga Bulgars, the Golden Horde and its successor states, etc.
How could we have an Islamic state (bonus points if it does not arise because the Rus convert) dominating the region instead?
You could - provided that, at least early on:
1. Trade links south are not compromised
2. Areas around the center of power stay weaker than the center of power itself.
Bulgar lived on the Volga trade (and agriculture, which meant they often traded in food). It was populous but not very expansionist for all that. It mostly gathered tribute from the Finno-Ugric cultures around it.
When the Russians came right up against the borders and proved more organised than the Volga Finns, it was effectively contained right up until the Mongols ended it.
So you need a Caliphate-boost to boost Bulgar, and you need to keep the Rus from forming the way it did.
Another relatively interesting POD is most of the Pechenegs undergoing a nominal conversion ca. 1020-1040s (didn't last, plus the Pechenegs themselves were soon defeated). This is according to Byzantine sources with some archaeological backing.
While I think they were a spent force by the time they converted, they could certainly be an important multiplier if a new Muslim-Steppe Seminomad ethnicity were to compositely form in the late 11th c.
There were definitely muslims among the Qangly Kipchaks. Shift around the horde migrations, absorb the Pechenegs, and we can have a Muslim presence pre-Golden Horde.
Finally - you can simply shift the Oghuz turks north over the Caucasus onto the Russian steppe. Game-changer in many ways.