What if instead of building the Trans Siberian Railway, the Russians stayed close to home building their European railways nothing further east than the Orenberg-Taashkent designed to make the British go bananas
Obviously, there can't be a serious Russo-Japanese War but what does that do to Anglo-Japanese relations. The British aren't going to be happy about the Japanese expanding all over the Pacific or the Russians building railroads towards India
How about Russo-German relations?