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How would converting your save from HOI4 to Stellaris even matter. Already your species is united at th start of the game in Stellaris so different borders at the end of HOI4 ar meaningless. Stellaris also takes place long after HOI4, so any technological advantage you have by the end of HOI4 doesn't matter.
I don't understand how you'll be able to do that and why. Basically, just create a new faction in Stellaris named "Nazi Reich" or "USA" and set them to democracy / dictatorship. Nothing more to do, as land conquered in HoI 4 doesn't matter (you start with all the planet in Stellaris), technologies are the same at the beginning, etc..