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As in question.
Is it enough to assumpt a conquest of Greece by some Eastern power (Persia, Assyria, Arabs) in a good time for it ? Or much earlier fall of Rome by Celtic invasion. Then Western European civilization would remain based on Celtic, maybe Etruscan or Carthaginian culture (I see Carthage only as a local cultural pattern for the western Mediterranean). Carthage as a republican, trade-based state will not focus on conquests (unless reformed by an outstanding individual). Perhaps a Samnite state (probably with republican government) would become a local power rivaling Carthage. However, I focus more on Celts. Without Roman conquests, perhaps there will be no Germanization of Celtic tribes from the areas of present-day Germany. In such an arrangement, Eastern European cultures are probably a mix of Turanian civilization with influences from Persia. Perhaps the Germanics will manage to expand to the East, to Poland. There is no free Greece and there is probably no Macedonia, Alexander the Great and Hellenistic era. Persia stays in the southern Balkans. Ruthenia (or another East Slavic state), if it arises, culturally follows Persian state. I assume that Christianity emerges from Judaism and spreads throughout the Persian Empire and further lands under the influence of Persia. There is a struggle between Christianity and the older, elitist Zoroastrian religion. Perhaps there is a synthesis of Christianity with Zoroastrianism (Saoshyantism would arise). We almost certainly have an invasion of the Huns, but I don't know exactly which direction to choose - the Huns can stop their attention in some lands of Persia or hit the West, where they may not encounter stronger resistance. Either way, they cause confusion in Europe - the beginning of the Wandering of Peoples. Germanic and Slavic tribes move west and south. Under such assumptions, Islam would certainly arise. I just don't know if with such Persia it would stand the test of time. Perhaps it would end with the evacuation of early Muslims to Africa, but on condition that Persia proved to be too strong. At that time, Christian countries could develop in Africa - Nubia and Ethiopia. A competitive religious and philosophical current (based on the cult of Ba'al Melkart) may arise in Carthage as a balance for the Persian-dominated zone. Rather, there is no Mithraism in Persia or it doesn't matter much.
We are coming back to the steppes. Avars and Turks appear after the Huns. In Europe, the Avars may encounter the remains of the Huns (as in OTL), most likely in the Balkans, Gaul and Italy (if the Huns choose the way to the West). In further Asia, everything (or almost everything) looks like our version of history. Turks from the Oghuz tribes live in the western part of Central Asia, focusing on Persian affairs. If the Huns (or some of them) conquered Persia by forming their own dynasty and adopting one of the local religions (perhaps Christianity or the aforementioned Saoshyantism or Manicheism), after some time they would be defeated by a new dynasty - either native or Turkic . Some Turks (Kipchaks) choose the direction to the West, settling among others in the Balkans and the Carpathian Basin. Magyars wander with the Turks.

I don't know if Gnostic religions would arise in the forms we know.
I do not know if, in the absence of the Roman Empire, Germans and Celts will develop or adopt more complex civilization-state models. There is no inspiration for the emergence of a Germanic or Celtic super-state in the style of the Carolingian state. These tribes may not create organized resistance against barbaric Eastern tribes. Perhaps we have Slavic settlements in Germany and Gaul. I wonder if then the Slavs will maintain their own language in the Celtic territory (maybe they end up as OTL-ish Romanized Visigoths in Spain).
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