The text below is taken from The Oxford history of Britain, revised edition, pages 93-94. One scenario here could be that the Danes makes a more united push against Wessex. That is, the POD would be that their army never splits in two. The decisive battle would then not necessarily be at the same place. Even if the Danes managed to take all Wessex, it would not necesarily imply a united kingdom, at least not at once. Maybe a conquering king from Denmark or Norway would attempt to conquer Britain, or parts of it, at a later stage?
OK, here is the text I mentioned:
Alfred the Great(871-99) is known to everyone as the king who saved England against seemingly hopeless odds. This is not quite how contemporaries would have seen it. In political terms at least, "England" still did not mean very much. The first writer known to use Angelcynn (literally "[the land of] the English folk) was Alfred himself, and Engaland does not appear for another century. It was not a foregone conclusion that the other kingdoms would accept West Saxon lordship, or even prefer it to the Danes. They might well have chosen kings of their own, and there was always a danger that English rivals, exiles, or disaffected groups would enlist Viking support. The destruction of the other dynasties did not automatically make Alfred king of all the English; he and his heirs achieved this through a mixture of military success, tactful diplomacy, and good luck. The reign started badly, and after a year of minor defeats Alfred had to buy the Danes off. They left Wessex alone for five years, during which they invaded Mercia, expelled King Burgred, and replaced him with their own nominee: a third ancient kingdom had gone for good. The Great Army now split into two halves. One, led by Halfdan, turned north and began dividing up Yorkshire for permanent settlement. The other, led by Guthrum, Oscytel, and Anund, turned south, and in 875-6 launched another attack on Wessex. At first their success was limited; in 877 they withdrew again to partition out Mercia, and another group split off to colonize Lincolnshire, Nottinghamshire, Derbyshire, and Leicestershire. Thus it was a much-reduced force which attacked Wessex for the third time in 878. However, a surprise attack on Chippenham gave them the upper hand; much of Wiltshire and Hampshire submitted, and Alfred was driven back to a refuge at Athelney in the Somerset marshes. The position seemed hopeless, bud Alfred bided his time in his fortress and gathered troops. Early in May, says the near-contemporary writer of the Chronicle, 'he rode to Ecgbrihtesstan [Egbert's Stone[ . . . and came to meet him there all the men of Somerset and Wiltshire and part of Hampshire . . . and they rejoiced to see him. And one day larer he went from those camps to Iley Oak, and one day later to Edington; and there he fought against the entire host, and put it to flight". The victory was sudden but decisive. The Danish leader Guthrum accepted baptism with several of his captains, and the two kings settled peace terms