I think that initially all of the states would break up, and then later New England might form some sort of federation. You also have to remember that most of the states had western claims before they ceded that land to the federal government.
Didn't they give up those claims directly after the end of the AWI? I thought due to the fiancial burden of the war, that's something that they all agreed to do. If a breakup occurs after this ... do they just reassert their claims? That's not going to go over well with some of the states, and while the British most likely won't get directly involved militarily again at this point, they would be all to happy to play off the states and regions against each other by 'recognizing' one states claims to a region and ignoring others. Add a little fire to the smoke. I suppose either by reasserting their claims or via just pouring or funneling settlers into area they are definitely going to wanting the land.
So Kentucky stays part of Virginia, Tennessee part of North Carolina, and Georgia holding the northern portions of Mississippi and Alabama (they would eventually have to negotiate a treaty with Spain on the exact boundary with Florida, just as the US did in OTL).
Well, continuing from above I think the territories and lands that the states claim and try to settle will be absorbed as part of the states the majority of the populations come from. Thus, like you said you won't have Kentucky, just a larger new Western part of Virginia. Those states with the greatest opportunity to increase in size might eventually find if transportation is too slow to bind the state together, elements of it might seek their own version of independance. Example, perhaps those on differnt sides of the Appalacian mountains. The smaller states that seem to have little chance at more land most likely will create financial and trading ties with each other at some point. A New England state is very likely.
Also there were the many conflicting claims that Virginia, Pennsylvania and New York made in the Northwest Territory. Without a federal government to mediate, there could be some tension or even war.
There's going to be a lot of tension, that's a certainty. If Britain plays her hand too hard, she'll keep the states frightened enough they'll likely keep cooler heads. But if the Brits show themselves uninterested or involved elsewhere than some settler conflicts could happen, followed by state militias being deployed and if stupid decisions are made even worse.
I think that some of these small states would make alliances with European powers, and eventually American geopolitics could simply become an extension of European geopolitics (like in Turtledove's TL-191).
I don't see this happening. At least not for several years, unless events push them into it. I think there is an ardent anti-European spirit in the states at this time. They had forged something different than the 'old Europe' and besides commercial ties were leery or any bonds or alliances with European powers. Avoiding entangling alliances makes for great policy, but over time it's likely to be forgotten or events change things. So, perhaps eventually the regions and states do get pulled into the 'great game'. Makes for a very interesting map and North America. Love to see a map.
There is also the problem of Louisiana, which is where I got stuck. France was desperate to sell because without Haiti it was both useless and indefensible to them. That is why they sold it. However, I don't think any of the individual states would have the resources to purchase it. Does Napoleon partition it and sell it to various states? If so which ones get which parts?
Hmmmm, I'm trying to remember which states gave Jefferson so much grief after buying the land. Read several books about the period and their impact on the Lewis and Clark venture but am blanking. I see Virginia being a power, especially early on in contrast to most of the states. I could see her possibly trying to make the purchase but there is going to be a lot of 'diplomacy' with the states afterwards possibly resulting in parties buying the bits they want or need from Virginia. A Virginia stretching from her Atlantic port, to the Mississippi and then down to the gulf makes for a
very powerful country. One state with Richmond/Atlantic outlets, Saint Louis and the River, along with New Orleans and the Gulf trade is gold! If the Southern states don't reach agreements with or are naive enough not to sense the importance they are just asking to be swallowed up eventually in some form or another. Lots of butterflies