Agreed with Geography View, but on the more narrow question of the divergence, as usual it depends on what exactly the divergence is.
Marshall's predecessor as Chief Justice was Oliver Ellsworth. I had to look him up. Ellsworth resigned on December 15th, 1800, creating the vacancy. Adams nominated Marshall who was confirmed, Marshall was almost one of the "Midnight Judges" himself. Ellsworth died in 1807. Looking up Ellsworth on Wikipedia, it appears he was sent on a diplomatic mission to France, became ill, and resigned. The Supreme Court during his tenure heard only four cases, and it appears Ellsworth was both effective and had the same views as Marshall.
Thomas Jefferson IOTL appointed three Supreme Court justices, William Johnson of South Carolina in 1804, Henry Livingston of New York in 1807, and Thomas Todd of Kentucky in 1807. Tood was appointed because Congress increased the number of justices from six to seven. Congress has the power to increase or decrease the number of justices at any time so if the Federalist Supreme Court majority had really been a problem, Congress could have removed it at any time by increasing the number of justices. They also impeached a Federalist Associate Justice but did not remove him, again Congress has the power to remove recalcitrant justices by impeachment and removal. As GeographyDude noted, Congress can also limit the jurisdiction of the Supreme Court and also overturn rulings via constitutional amendment, as had just happened with the 11th Amendment and would happen later with the 16th.
Ellsworth established the principal that Supreme Court rulings would be issued as a single opinion from the Court, with no concurring opinions, and dissents were not done either. The main function of Supreme Court justices at the time was riding circuits. Wikipedia reports that Livingston and Todd issued no or just one opinion, either concurring or dissent, during their tenure. Johnson sometimes dissented. Even with the Todd appointment there was still a 4-3 federalist majority.
In 1811, James Madison, who had a big role in creating the Constitution in the first place, appointed two justices replacing Federalist Justices. One of the Madison appointments, Joseph Story, was both an active associate justice and a Marshall ally. The other, Gabriel Duval, was both inactive to the point where the Wikipedia article implies he was impaired and never opposed Marshall. There were no vacancies for a further twelve years.
So the Federalists had a majority through 1811, with Jefferson's three appointments not making an impact. The Jeffersonian Congress had tools to remove the Federalist majority which they did not use, though three methods for curbing the Supreme Court, constitutional amendment, impeachment, and changing the number of justices, were all in fact employed between 1798 and 1807 but not in a way to affect the Marshall Court. Then Madison used his appointments pretty much to strengthen Marshall.
This suggests that the importance of the Marshall appointment has been exaggerated, even political opponents of the Federalists seem to have had a degree of acceptance for how they were running the judicial branch.
The likeliest POD has Ellsworth staying as Chief Justice until 1807. I don't see how you get a Jefferson appointment until 1804. Incidentally, Jefferson never appointed Spencer Roane to the Supreme Court despite making three Supreme Court appointments when Roane was in perfectly good health. One change then would be a different Chief Justice of the Supreme Court in 1807 to replace Ellsworth. My guess is that this would have been Livingston. A possible butterfly that that the seventh spot on the Court is not created in 1807. This may have been done though to ensure there were an odd number of justices, and checking the justices who held that seat until the Civil War (when the Court definitely would have been expanded), not creating that seat would not have had major effects.
Ellsworth is close enough to Marshall functionally and in philosophy that there are probably no effects down to 1807. In 1811 Story comes in and even if he remains just an Associate Justice, that is enough to keep the Supreme Court on its OTL path. Madison also might appoint Marshall, and given geographical considerations, this is probably in place of Duval and not Story.
There will be a butterfly effect on the Chief Justice role down at least to the Civil War. First, the position of Chief Justice becomes much less important. Second, with Ellsworth staying until 1807, likely replaced by Livingston, the tenures of Chief Justice do not line up like they do IOTL. One large butterfly is that Roger Taney is likely never made Chief Justice, since he was appointed when Marshall died and ITTL someone else is Chief Justice and the position may not become vacant during the Jackson administration. Taney could still be an associate justice. But now we have an effect on the Dredd Scott decision, since a different Chief Justice would have used his influence to steer the Court in a different direction. The way the tenures line up, though, there is a possibility of John Campbell of Alabama being appointed Chief Justices at the time, which would be a weird episode in the history of the Court since Campbell wound up as a high ranking official in the Confederate government.
But no, the Supreme Court does not not do judicial review, which actually predates Marshall's arrival and they don't go in a more states rights direction since that never seems to have been the intention, if states rights had really been that big a concern by either faction, Congress would never have created the Court in the first place.