The most significant thing I believe with Brocks survival is the Natives. When he died, no one of import was around to plead the case of a Native state on the the Great lakes. He was regarded as a man of his word and he and Tecumseh were on good terms. He infact promised Tecumseh he'd help him form one. He was also well liked by the men he served and was decisive and aggressive in his actions towards the Northwest and might have been able to secure the lakes and their environs for Britain. Whether or not it is made part of British North America or actually made into an independant, though British Protectorate, native nation is up in the air.
Affects on a North west ceded to Britain:
-no era of good feelings
-without the federalists being discredited by their seccesion talks because britain won, there could be an era of bad feelings (idea of Britain winning is greatly helped with no New Orleans (maybe those troops shifted towards a Northwest campaign) )
-instead of a soar in nationalism and all around good feelings, America might become more partisan as the democrats are accused of losing the war and the federalists get accused of any number of things
-this era of bad feelings could lead to an earlier civil war, and a perhaps cliche New England Republic, or perhaps a bigger version including Pennsylvania and New York.
-if the Northwest is made into a state, this by no means makes it permanent. Ill treatment of white settlers, american shenanigans, or even a collapse along tribal lines could mean British and American intervention and even a war.
-this northwest war could be the trigger for the earlier american civil war, perhaps northeners viewing it as southern aggression and the south seeing a Norths lack of participation as treason. The results could lead to an independant north and Britain getting the lions share of the northwest, with the south very anti british.
-Red river colony (most of North and south Dekota along with southern Manitoba) stay a british colony resulting in a far lower Canada-US border.
-my history is sketchy on this, but the man who ran the oregon territory for the HBC actually hated the company and did his best to undermine it. He passively supported American settlement in the southern part, thus giving rise to Americas claim. Different man on the job, or even different events (it was only when he was in the Oregon that something happened (forgot what it was) to make him hate the company) and all of oregon remains british.
-with an angry and anti British America to the south, still large, but mostly slave owning, and after two wars to protect her, Canada might be joined together even earlier.
-Also on a side note, Brock never really liked Canada and might not actually be viewed as a hero if he lived. Most Canadians forget that he never really liked the country he died in.
Well anywhooo, thats my two cents.