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The legendary Empty America had a vignette (Part 35) where a group of pagan Lithuanians accompany the Nestorian Great Khan Sartak on a crusade- long story short, they're there for political reasons, plus it was very helpful that the more successful Golden Horde stomped out the Teutonic Knights earlier in the timeline.
So if the Mongols had spread further into Europe, could the pagan Baltic states have survived due to allying with them against the Christians? Not that the Mongols wouldn't refrain from simply subjugating them as well.