Let us go with the most "optimistic" scenario for the Germans. They take Leningrad in 1941, and come close to Moscow and hold before winter sets in in the fall. Throughout 1942 when campaigning starts, they get their act together and cut rail ties between Moscow and Murmansk, and then envelop Moscow with the city falling in the late summer of 1942 with Stalin dying either in Moscow or during a last ditch attempt to escape the city. As a result German advances east and south are only inhibited by logistic strains and localized counter attacks by disorganized Soviet forces and by winter of 1942/43 the new government in Russia finally has control, likely a military led government, internally, and there is some sort of armistice with the line being somewhere east of Moscow, how far in the Caucasus one can debate. The Armistice is signed January 15, 1943.Now what?
In North Africa, things have gone pretty much as OTL. The Axis forces are pocketed in Tunisia and there is no way they can be reinforced between January and May significantly better than OTL. Moving forces to Italy and then transporting them by ship to Tunisia simply not doable in this time frame (how many ships are freed up by the USSR ending the war in the east for the Axis - answer essentially zero). It is entirely likely that Husky will go off on schedule, and again preventing the capture of Sicily is unlikely although the cost may be higher. Allied naval superiority, even if Italy stays in the war, but greater German forces in Italy may mean they go for Sardinia and Corsica instead of landing on the mainland, and you may see an island hopping campaign in the Eastern Med.
In the Pacific, pretty much nothing changes. Even if the armistice with Russia means the Germans and Japanese can use the trans-Siberian railroad to ship information (blueprints) and some goods, this really is not going to help either side very much. By early 1943 Japan is suffering from shortages as it can't ship anywhere near as much of the resources it seized to the Home Islands, and its industries, even if provided with all of the blueprints etc for aero engines and other goodies the Germans have in 1943 are still limited. Since the invasion of Italy has probably been shelved in favor of Sardinia and Corsica, there may be more landing craft, troops etc available for Pacific campaigns which might be accelerated.
For the Germans, they are no longer bleeding personnel, equipment, and burning petroleum on the Eastern Front to the extent they were OTL. Now they have to control this vast territory they have acquired. What they have acquired while rich in potential, is a howling wasteland. Industries have been destroyed or relocated, mines and oil fields have been sabotaged. The rail system is a disaster and has to be regauged and rebuilt to accept standard gauge rolling stock. The road system, which was pathetic before the fighting is now even worse. Most of the locals will either not care or help with the Jewish issue, however once what is in store for the bulk of the population becomes obvious, the Germans will continue to have a serious partisan problem to deal with - if you consider yourself dead already, you have little to lose in blowing a rail line of cutting the throat of a soldier. There will still be a need for troops, equipment, Luftwaffe, petroleum and so forth in fairly large numbers to deal with these issues and allow targeted reconstruction and resource extraction as well as administrators and construction supervisors to make all this work - no comment n Nazi "efficiency". The point of all this is that while there will be a movement of German resources out of the conquered USSR, it will be significantly less than one might guess, and accelerating Atlantic coastal defenses and garrisoning Italy will have a call on this.
By early 1943 the tide was significantly turning in favor of the Allies in the battle of the Atlantic, a German victory in the east by early 1943 will not change things very much even though in theory more resources could go in to building U-boats that was going pretty flat out already and the commander and crew quality was declining at the same time Allied ASW forces were getting better and better resourced. Technical reasons as well as Hitler's interference were still going to mean that introduction of German jets was not happening until 1944 and they were not the war winner, especially against night raids.
Japan is still going to be toast. By spring 1945, the Home Islands will be cut off from the rest of the world as much if not more than OTL. With Germany still on the continent, maybe no Overlord June, 1944, the Allies will blockade and bomb Japan in to starvation and industrial shut down while nibbling away at places like SEA worth attacking, and of course letting numerous island garrisons starve to death.
By the summer of 1943 the atomic program was showing signs that things were going to work, and the huge industrial complex that was required to make it happen was well underway. In 1943 Germany had zero functional atomic program, and folks like Heisenberg were strolling down the wrong path in their theoretical thinking. In order to have a bomb Germany would need to devote resources somewhat comparable to what the USA did, and even with victory in the east their industrial capacity can't do that - a smaller, slower program perhaps. Assuming the Manhattan Project proceeds as planed you have three weapons by August, 1945, and soon after monthly production begins. Even if Germany begins a crash atomic program in summer, 1943 the most wildly optimistic estimate would mean they produce their first bomb in late 1946, early 1947. This means they would have been getting nuked steadily for a minimum of 18 months, and that would slow their program even more - the estimate in the previous sentence sentence is working free of any interference. There is no need to hit "Allied" cities with nukes, conventional bombing of selected targets work just fine.
The USA and UK will never throw in the sponge in this scenario. Yes, they will probably end up paying a higher price for winning than OTL. The reality is anyone not drinking lead paint knows that any deal with Germany is a fools bargain. It merely gives Germany a chance to integrate conquered territories more completely, and allows them to build up for the next round free of interference. Keeping the atomic bomb a secret, while at the same
time building a stockpile and improving them is not realistic. Sooner or later the Germans will realize it can be done, and they will get them as well as aircraft/missile capable of delivering them (which they were nowhere near even in 1945) setting up a scenario similar to the early Cold War.