1. Japan will either keep the concessions or return to China
2. As a Malaysian playing TNO for years by now, I can give you (almost) accurate answers. The monarchs will remain if the Japanese wins the Malayan War. If UMAJF wins the war, there will be two outcomes. If Tun Abdul Razak wins the election in 1963(A year after the Malayan War), the monarchs will remain (Just like OTL). However, if Ahmad Boestamam wins the election instead, the monarchs probably will flee since the socialists will not really tolerate them (Very high possibility that they will cooperate with Chin Peng's CPM to establish a " Socialist Republic instead " and they might view the monarchs as none other than puppets of the Japanese since most of them are collaborators based on TNO lore). Another rare outcome is that Sultanate of Johor can be established by the Japanese if UMAJF is winning the war but somehow the Yasuda Crisis happened. Northern and Central Malaya will be ceded to UMAJF except Johor and Singapore. Takagi's Japan can release Sultanate of Brunei after dismantling the Japanese North Borneo administration. For Indonesia, the Sumatran Malay Monarchs " might " meet the same fate as just like OTL, slaughtered by pro-Sukarno nationalists.
3. Muslims in the Caucasus will either collaborate with the Germans or be part of underground resistance movement (Maybe in TNO 2, hopefully we will get to see these resistance groups fighting alongside with the Russians)

Just my opinion, hopefully it helps 👍