Ive been meaning to save this somewhere as I have written the post, but here goes anyway.
So there is a lot of potential for this OTL, one example being somewhat apocryphal and the other kind of weird in it's non acceptance otl.
For the apocryphal version, there is a largely spread story that the Christian missionaries to the germanic peoples told them that their own mythology was actually the past world, our world being post ragnorok and Baldr being Yahweh/Jesus with the bible as this world's story.
Ive found a few references to this in history books, but when I follow the references it always seems to come to a dead end. So take that with a pinch of salt.
I am somewhat inclined to think that this might have happened based on two premises.
Firstly, it explains some of the christian themes present in the eddas and the portrayal of Baldr as somewhat christlike in a culture which didn't really have the same significance placed on such narritives.
The other is the existence of the second example.
Otl, anyone familiar with the Irish Book of Invasions will note a rather interesting trend of Christian syncretism. As many cultures did, they tried to integrate Christianity into Irish history, the earliest tribe of ireland being another group of Ark survivors, a later tribe being another escaped group in the exodus and later the gods themselves converting to Christianity.
Curiously for an attempt to Christianise Irish mythology, it actually promotes a radically different theology. Yahweh of course is real, but so too is the Goddess Danu in a fashion weirdly reminiscent of later Wicca.
It is worth noting that even to this day, a lot of devout Christians have accepted the book of invasions and the Annals that reference them, the aristocratic side of my heritage tracing their way back to the god Lugh. I imagine with no centralisation, another Abrahamic faith that is literally half pagan could be based in Ireland.