Independent settler colonial states.

Choose a POD from the time the new world was discovered to until the 1750's, Europe is embroiled in war and some rich person or a group of people decide to take a risk and carve out their own nation in the new world, whether its to escape persecution or any other possible reasons.

Eg, puritans leave England after the restoration and great ejection, making their own independent state.
 
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Tough to do this as an "indepedent" owner of an island. Every square inch of land in the Americas, whether important or not, was claimed and fought over by this point. The POD may have to be earlier than 1750.

It may have to be some little princely state like Hesse or the Baltic states to set up a private island in the Carib, where they didn't have any enemies.

Trinidad and Tobago switched hands a dozen times and were not colonies much until well into the 19th century. They may be the best option. The Bahamas were not especially esteemed either. Both were up for grabs.

Maybe someone could buy up the rights to one of the Guyana states from the Netherlands and try to steer an independent course over the American Revolutionary War and the Napolean Wars.

Odds are low in any case. Colonialism was a fad that everyone jumped on board with. Even completely useless land was fought over (much of Africa was carved up in less than a decade. in Most cases, there was no sane rationale for this beyond nationalism and the unsubstanciated idea that these lands/peoples could be profitably exploited. In the vast majority of cases, this proved to be wrong and colonialism was a drag on their economies).

There would be a possibility in Asia. Perhaps some filibuster in Indonesia (similar to James Brooke, Rajah of Sarawak)? The Dutch never had a real solid hold on all the islands.
 
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