Is it possible to have a state with that combines Belarus, East Prussia(Kaliningrad) and Lithuania, is it possible for the Soviets to merge these three states.
It's possible, but why would they? Litbel dealt with the ethnic hodgepodge of the region in the 1920's; it had three official languages - Byelorussian, Yiddish and Lithuanian. Remember, Litbel didn't include the Republic of Lithuania; once that became Soviet, you have critical mass for an ethnic Lithuanian SSR. East Prussia was ethnically German. So all of a sudden you've got one SSR speaking Byelorrusian, Lithuanian, German, Yiddish, and Polish. Not worth the hassle.
OTOH, if the Soviets have expelled the Germans from East Prussia as IOTL post-WWII, then you can repopulate it with Byelorussians, Lithuanians, or Jews as easily as Great Russians. That at least simplifies matters a bit. But again, one the Soviets had Kaunas-Lithuania, it really didn't make much sense to keep Litbel going. I think this region is going to be a minimum of 2 SSR's.