From memory and it has been several years since I watch COTEF, but it wasn't so much conquest that allowed Nazi Germany to win, but the delayed US involvement allowed them to develop the A-Bomb first.
So we have to assume events played out in Europe as they did up until the end of 1941. So Britian wasn't invaded, and the Nazi advance into Russia had become bogged down in the winter.
So 1942 is when things change, the US id not enter the war. Either Pearl Hasrbor was attacked but the peace movement was able to prevent a decleration of war and continued to try the diplomatic route or the US and Japan were still in talks and there was no attack until sometime in 1942.
So there was no manhattan project by the allies to develop the A-Bmb, and the delay allowed the Nazi's to get ahead in their development of it. Along with the V2 and maybe a V3 (ICBM) it allowed the Nazi's to nuke cities like London, Moscow, New York, Washington DC. Which forces the allies to the peace table.