As regards Finland, they were close to Germany and icy with the Soviets. They might still allow Germany to go through their territory as IOTL, which would likely lead to a Soviet declaration of war on them... as IOTL
Finland was as "close" to Germany as it was to Britain or France, in most ways. And all of those three were "icy" to the Soviets, too, at least before Molotov-Ribbentrop.
Just being "close" to Germany will not make Finland likely to endanger its neutrality and allow Lapland to be used as a launch pad against the USSR. IOTL, the Winter War kickstarted the Finnish "warfare state" and made Finns really doubt the continuing existence of their nation in 1941 and beyond - for good reason.This would not have happened ITTL.
But if Germany still conquers Norway, it is in a position to control Finnish trade, through the Baltic as well as via Petsamo or Norway. In 1941-42 this is a question of life and death to the Finnish people and thus to the government. So if Germany wants to squeeze the Finns, Finland would be trade-wise dependent on the good graces of Sweden or the USSR. And if Germany intimidates Sweden into abandoning Finland, too, keeping Finland out of the German camp would be up to Stalin delivering the Finns enough food and other necessary goods to keep the Finnish state running.
Would Stalin see the wisdom in that? To treat a Finland trying to hold on to neutrality as something like an ally even while in his heart of hearts he thinks Finland would
really want to join the Germans and jump him.
There are many ways, you see, that Stalin's belief of Finland being likely to become a German ally could be and was a self-fulfilling prophecy.