I was pleased to discover that the work for your Cold War mod continues in HoI3 as well.
I was even more pleased to discover that you are currently looking for background scenario or alt-history timeline for your mod, since I happen to have something that might hopefully help you out.
What I'm about to present you is loosely based on "Hiljaisuuden Vangit", a little known Finnish alternative history role-playing game. Years ago another Finn, a history student named Sampsa Rydman used this game and several other alt-history scenarios and combined them into a interesting alternative history website called Valtakunta.
The site is currently off-line and nobody knows whether Rydman is going to continue his project or not. The important thing is that I have taken over where he left and received rights to use his work. The project begun as a HoI 2 AAR and has since grown considerably into a wide counter-factual history of tripolar Cold War.
If you feel like this scenario might be suitable for your new background story or if you have any questions, feel free to comment here or PM me in Paradox forums.
http://forum.paradoxplaza.com/forum/showthread.php?t=263106
Some of the key changes in this timeline are:
-Herman Göring stays in politics and instead of him Luftwaffe is led by a competent commander who pays more attention to experimental "future programs" and is more skillful in convincing Hitler of their importance. As a result Me-262 is brought to production a year earlier, and Luftwaffe is thus able to contest the Allied air supremacy in Western Europe during the critical days of Operation Overlord.
-Geli Rauball doesn't kill herself after the historical feud, but instead marries Hitler in secrecy in 1934. Marriage calms Hitler down somewhat and makes him focus less on grand strategy and more on his personal life. But when Geli eventually does kill herself in September 1940, Hitler becomes severely depressed and gives his generals even more responsibility and freedom in leading the war effort.
-Wilhelm Canaris gets caught for treason before the historical date, and purged Abwehr is able to score significant espionage victories: they discover the notorious "Rote Kapelle" spying network and find out the Allied cracking of Enigma. With renewed Haifisch-encryption and better cooperation between Luftwaffe and Kriegsmarine, the Germans are more successful in the Battle of Atlantic - while they are unable to starve Britain to submission, the war in the sea ties down more Allied resources longer than in OTL.
-Without the interference of Hitler, Barbarossa plan focuses against Moscow and the German offensive manages to seize Moscow and hold it through the winter in 1941, thus paralyzing the railway supply system of Soviet Union.
-Despite the typical infighting of German administration, Ostministerium and Heer leadership gain the upper hand in controlling the mess of German occupation politics in the East, resulting to a more lenient occupation policy that ultimately starts a new civil war in occupied Soviet territories between the partisan movement and the pro-German collaborators of minority nationalities and Russian Vlasovist militias. As the risk of massive civil unrest in the rest of the Soviet Union keeps rising, Stalin decides to quit the war rather than risk a new revolution.
-In 1942 Germany manages to reach Volga and severe main Soviet oil supply routes, and after another winter of ferocious fighting in the East without significant contribution by Western Allies in Europe, and in June 1943 Stalin opts for a temporary truce in the Eastern Front with the intention of backstabbing Germany once the Western Allies commit significant forces to European theater of operations. As the Italian campaign stagnates and Overlord fails, Stalin is forced to face the fact that Soviet Union has to return to the war alone. The massive Soviet reorganization and buildup is still underway when Germans conduct their first successful nuclear test - to counter this new threat the Soviets initiate a nuclear program of their own, and the uneasy truce continues in the Eastern Front.
-Despite the difficulties the U-boats cause to their supply lines the Allies iniated Operation Torch along historical date, driving the Axis forces out from Africa and invading Sicily and later Italian Peninsula in 1943. Mussolini falls from power, but is later on saved by German commandos like in OTL and is set to lead the RSI in north Italy. Since the Germans are able to contribute more forces from the Eastern Front and the terrain favors the defender, the Allies fail to move further northwards after seizing Rome.
-The combination of poor weather, German decision to place two infantry regiments (instead of one in OTL) to front in Omaha Beach and the proximity of strong German panzer formations and adequate Luftwaffe fighter cover for their movement turn Operation Overlord into a massacre that fails to win foothold from continent. Eisenhower is forced into bitter retirement, and Churchill loses the next elections as well. After their failure in Normandy the Allies intensify their air warfare campaign, seeking to subdue Germany by strategic bombardment. Between 1944-45 Germany is gradually able to cause enough casualties to Bomber Command, forcing them to regroup. By now FDR is dead, and the first atomic bombs are dropped to Hiroshima and Nagasaki, resulting to historical Japanese capitulation.
Reluctantly the Allies decide to use the bomb against the Nazis as well, but the bomber carrying the nuke to Berlin is shot down. Now the Allies focus on building up their stockpiles of A-bombs to defeat Germany by a massive series of nuclear strikes (similar to OTL Operation Broiler planned against USSR), but due the slow production rate of new bombs Germany is able to finish their own A-bomb program and conduct a successful test detonation in the steppes near Astrakhan.
-Faced with the threat of German nuclear attack to London, harassed by V2 strikes at home and new Type XXI Elektro-submarines on the seas, the new British Labour government opts for negotiated peace, persuading the United States to abandon the former policy of unconditional surrender.
Zürich Accord finally ends the devastating conflict on 22nd of April 1946. The Cold War begins.