How did you manage that one? Both of my attempts resulted in geting forced into one of the very-much-dictatorial paths.
It's a bit of a convoluted process, and takes until 1941 to pull off.
So, first off, when it comes to the foci, only take three from each side (or don't take any, if you're super paranoid), with a fourth one later if you'd like (from either side).
The main key is in the events.
When the dude who used to run Serbia pre-rework asks to rejoin the army during the Fourth Balkan War, accept (you don't need to put him in charge of anything, just accept the offer)
When Prince Pavlos visits Yugoslavia in ~1938, agree that a Westminster-system would work (bottom option in the event).
EDIT: Sometime in this period, it should mention writing a Constitution— have the King get involved despite his young age.
Then, when Petar is giving a radio address ~1939, stay on script (otherwise, he'll be put under house arrest, and you won't be able to use the events)
Finally, if you've done all the above steps, you
should get an event sometime in 1941 about someone planning a coup. Tell them to do it, and it'll switch you over to AuthDem— you then get elections that can give you either SocLib or SocCon.