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I have heard it argued that the Monarchy was a factor in keeping Britain a democracy. I note that neither Japan nor Italy was saved.
So I imagine the worse scenarios I can think of
US in 1932 D C Stephenson is elected with Klan sympathisers well represented in Congress (probably requires a conservative dem in power from 1928)
UK Much more chaos about the economic crisis 1931. Somehow in an election in 1931-3 the New Party gets 35%+ and a majaority in the Commons.
Mosely becomes more clearly Fascist
Which land has further free elections