4. The Axis invading India and Caucasus through the Middle East is just total fantasy. Transporting men and equipment across thousands of kilometres of desert and mountains would put enormous strain on the already limited logistical capabilities of Germany. That's not even considering British naval and air forces controlling the Mediterranean, as well as the Allied forces on the ground. The Axis did come close to taking Egypt, but that's because most of the Allied troops were in other theatres, when the Suez was actually threatened, they deployed more troops and successfully counter attacked. If the Axis had devoted significantly more forces to North Africa, they might have made limited gains, but they would've been defeated even sooner by the USSR.
5. Great, if Germany never invaded Yugoslavia and Greece, they would have been able to invade the USSR a month earlier, with maybe one extra corps. Meanwhile, Italy would've failed miserably in their invasion of Greece, and likely lose Albania as well. Operation Barbarossa might have been a little more successful, but the same factors which lead to German defeat (logistics, outrunning supply lines, lack of fuel, Russian winter, unexpectedly fast Russian mobilization) would still be present.
6. Reading the introduction of the Wikipedia article, "After growing conflict with simultaneous preparations for an offensive
in Southeast Asia, together with the demands of the
Second Sino-Japanese War and dimming prospects for a swift German victory in
Europe, Kantokuen began to fall out of favor at
Imperial General Headquarters and was eventually abandoned following increased sanctions by the
United States and its allies in late July and early August 1941. "
At least the Japanese weren't delusional and recognized their own limitations. Even if the Japanese didn't plan for an offensive in southeast Asia, they were still having problems with the Chinese in the Sino Japanese war. Plus, fuel imports were extremely limited due to Allied sanctions. Two out of three reasons for Japanese rejection of Kantokuen would still be present in your hypothetical. There's no reason why a full-scale invasion of USSR would not end up like Khalkhin Gol. It's not like Siberia was entirely unguarded, there were significant Soviet troops in the region.
7. If Germany cannot take the oil fields, it was only a matter of time before they lost the war anyway. If you would read the article you cited,
"EVEN before Operation Barbarossa petered out in December 1941,
Germany's oil reserves were severely depleted. Adolf Hitler worried
that his armed forces would soon grind to a halt for want of petroleum
products."
The article only states that if the full force of the Luftwaffe had bombed oil fields at Grozny, Soviet industry would take several months to recover, not that Germany would be able to somehow win the war. Sure USSR would have suffered a serious blow, but it would not be absolutely crippling.