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Alexander I of Yugoslavia was not exactly taking a turn for the better after the Great Depression and the rise of European Fascism, but he was nevertheless more or less competent.
What if Vlado Chernozemski is unable to go through the crowd to shoot at Alexander or something?
This of course means that both Alexander and French Foreign Minister Louis Barthou survive, and that the infant Peter II of Yugoslavia doesn't take the throne under his pro-fascist father Paul as the regent.