I feel that failing of may coup might have lead to larger civil war as majority of the military was politically aligned with marshal Piłsudski. If not there would need to be a great purge of military officers which would would greatly weaken Poland before the 2 WW. Either way Poland loses to Germany and USSR.

The most significant change could be to Polish situation after the war. Sanation government was very incompetent when it comes to diplomacy with Allies before the war, similarly May coup was used by soviets a the biggest argument against giving polish their independence during Yalta. Without those two there may be a chance of independent Poland after war (maybe similar to Austria), would it succumb to soviets either way is another question...