Speaking of black swans, one of my professors at Charlotte took a crack at this problem. His solution was to have the Germans shelve Barbarossa for 1941, spending their energy instead attacking Turkey and propping up Rashid Ali's Iraq. He then had the Germans, flush with oil from their new Iraqi ally, attack the Soviet Union in a pincer movement in 1942, one coming from Germany proper/occupied Poland, one crossing the Caucasus from Turkey.
Thoughts?
The short and simple answer is that the Middle Eastern infrastructure through Iran is HORRIBLE in this era and the physical and terrain problems through Iraq worse. A pincer movement is not realistic with Britain ensconced in Egypt. As for the Caucasus? I think that is the worst of the three approach axes. My opinion. YMMV.
I'd just like to point out that historically speaking, most successful conquests of the Middle East and Egypt from Europe have either taken the Anatolian route or made the direct approach by the Mediterranean Sea (although the Royal Navy's superiority in the region obviously makes this route unattractive). By comparison, the route the Germans (or, if we're being honest here, Rommel) chose for invading Egypt, that is the wasteland of the Libyan-Egyptian desert, has not usually been as historically profitable. That said, there certainly is all sorts of things the Turks and British can do to throw a wrench in an advance via that direction. And yeah, as someone noted, attacking or even just diplomatically intimidating Turkey into submission will also piss off Stalin given that he had his eyes on the straits prior to the German invasion (a desire he'd return to in late-1945). As the German invasion window closes during '41, that could lead to him becoming more willing to do things like cut-off their imports of resources they badly need.
Of course, there's also the fact that a 1942 or later Barbarossa means hitting a Red Army that has advanced to the point in it's reform and rearmament program that they'd probably manage to fight the Germans to standstill in the border regions anyway. In such a case, the utility of Turkey as a launch pad to hit the USSR is a bit dubious since the Germans would likely still be stopped short of Baku in the Caucasus...