If you're Canadian (which I assume you are based on your username), why bash the West? You're part of it.
And as far as people who escaped prosecution in OTL, what exactly did they do to merit prosecution? Simply fighting alongside the Nazis (or being members of groups that had large numbers fighting alongisde the Nazis) or full-blown massacre and mayhem?
While not dealing specifically with the Cossacks, you may want to have a look at Christopher Simpson's 'Blowback', an an<alysis of the effect of recruiting collaborators on US intelligence and its effectiveness versus the Soviets. Some of the things the Vlassov Army, Ukraninian nationalists, Balts and Croatians did in the service of the Nazis were pretty sickening, and separating the guilty from the innocent was all but impossible.