What if the people killed in the night of long knives were warned/alerted that they were going to be murdered a day before?
The conservative establishment might've decided to launch a coup against the Nazis. The NSDAP's purge list is often viewed as ideologically motivated like a fascist version of the Stalin-Trotsky split, but was partially revenge killing against anyone who had opposed the Nazis during their rise and partially a purge of Hitler's competitors.
Gustav Ritter von Karr, the Bavarian governor who had suppressed the Nazi party after the Beer Hall putsch, and Kurt von Schleicher weren't a threat to the regime. Franz von Papen wasn't killed but several of his close associates were, and he was basically exiled as ambassador to Austria, and later Turkey. These targets are clearly part of the revenge category.
The attacks against Rohm and the SA, on the other hand, were more about satisfying Hitler's Junker and militarist allies. The SA were necessary to take power as a paramilitary that harassed leftists and ant-nazis, but it had outlived its usefulness by 1934. Rohm and Strasser's talk of a "revolution from below", more third positionist politics, and replacing the Reichswehr with a true people's army spooked the powers that be. If they had been left around for longer, the conservative authoritarians might've booted out the Nazis and back-pedaled to a more conservative-authoritarian rule.
The Night of the Long Knives set a major precedent that should probably be considered the beginnings of the Holocaust. The excuse offered by the Nazis that the the purged figures in question were cooperating with the French, was a blatant lie believed by no one. This was the definitive point when Germany abandoned the rule of law, and the legal system looked the other way and ignored centuries of precedent against extra-judicial killings.