I'm not sure the Mormorns would still move into modern-day Utah if Mexico doesn't give the land to the US.
To start with, the Mormons moved in the middle of the war, when it was clear the land was gonna become American. I don't think the Mormons wanted to actually leave the country, no? So if the land doesn't change hands they might not even go there (or perhaps there's not even a war to begin with). They would probably simply move elsewhere. Maybe into Oregon? Or was the salt lake region really that important for them to move into, no matter what?
"No one else wanted", huh. Hmm, I think this needs a more detailed scenario.
After all, there's various ways for "No Mexican Cession" to happen. And some can include a Mexico that was able to settle the north, so the area would already be out of the "no one else wanted" condition.
Could have a scenario where Mexico defeated Texas during the Texian Rebellion? Or Texians didn’t rebel for whatever reason. Mexico wouldn’t have settled all of the land 10-15 years later. So Mormons would still potentially have a lot of empty land to move in to.
That's possible. Not sure on a Texas defeat, since there's the danger of a future rebellion or an outright US intervention (assuming Mexico itself remains the same). No Texan rebellion could work, as this eliminates a way for US to gain OTL's Casus Belli, but then how to get them to not rebel, or avoid the US from declaring war through another way?
Wikipedia made it seem like they did want to leave the US.
Mormon Pioneers
“According to church belief, God inspired Brigham Young, Joseph Smith's successor as President of the Church, to call for the Saints (as church members call themselves) to organize and head west, beyond the western frontier of the United States (into what was then Mexico, though the U.S. Army had already captured New Mexico and California in late 1846). During the winter of 1846-47, Latter-day Saint leaders in Winter Quarters and Iowa laid plans for the migration of the large number of Saints, their equipment, and their livestock. It was here that Brigham Young first met Thomas L. Kane, a non-Mormon from Philadelphia with deep personal connections to the Polkadministration. Kane obtained permission for the Mormons to winter on Indian territory, and the site was originally called Kanesville. Brigham Young continued to trust Kane throughout his own lifetime, particularly as an intermediary with the often hostile Federal government. This major undertaking was a significant test of leadership capability and the existing administrative network of the recently restructured Church. For his role in the migration, Brigham Young is sometimes referred to as the "American Moses."
Brigham Young personally reviewed all available information on the Salt Lake Valley and the Great Basin, consulting with mountain men and trappers who traveled through Winter Quarters, and meeting with Father Pierre-Jean De Smet, a Jesuit missionary familiar with the Great Basin. The wary Young insisted the Mormons should settle in a location no one else wanted, and felt the Salt Lake Valley met that requirement but would provide the Saints with many advantages as well.”
I read in Men to Match My Mountains that when a shipload of Saints sailed into San Francisco Bay and saw the Stars and Stripes flying over the port, one of them exploded "It's that d----d flag again".
Probably have the 1835 shift away from a federal structure toward a centralized structure not happen. The centralization of the conservatives and the rise of Santa Ana were a big part of why Texas and other parts of Mexico rebelled.
I can get you that much for Deseret: The Mormons and the United States continue to be hostile to each other, and the Mormons don't declare independence because they want to keep Mexican protection against a hostile America.(2) some reason why these places never try to become part of the U.S. or even declare independence