A question that has been asked many times before here: how do you end up with a USA or equivalent being a monarchy rather than a republic? How far back do you need to change events, and who are the candidates?
The requirement here is for a hereditary monarchy rather than an elective one, so a candidate is needed who is likely to have children in this timeline.
The constitutional set up can, and presumably, needs to, be different (for instance, maybe each state could effectively be an independent, sovereign country, but in personal union with all the others by sharing the same head of state). The monarch can either have some political power or be a constrained constitutional monarch - I'm assuming that the latter is more likely, or at least more sustainable.