I think that to have a chance of this we need a much more fragmented North America, which probably requires a POD before the Mormons even exist, and then the butterflys remove the movement entirely.
Perhaps the US looses the War of 1812 by a much greater degree: New England secedes and New Orleans becomes British, along with the Great Lakes, and the US border in the north is set to exclude what would become Winsconson, and then runs West from the southern tip of the Great Lakes. Florida remains Spanish because they didn't consider the beaten and fractious US a serious threat to Texas.
Later, the Indian removal Act is not passed, and the eariler American policy of assimilation rather than expulsion is retained, thanks in large part to the diversion of settlers into British and Spanish controlled territory, and the weakening of the Democrats after the disasterous war. This slows settlement still futher.
There is significant tension between the US and Britain in this period, and several not quite wars are fought
Later on by the 1840s, there is another flare up of Anglo-Spanish rivalry, which ends with the borders of Texas being set, at the price of an independant Florida, and a northern border to Mexico at the 42nd parallel.
In this period, something bearing a passing resembelance to OTL Mormonism emerges, and sets out West. It settles in OTL Cailfornia and the next time the Mexicans get uppity - resisting the British setting up Texas as an inpendant client state, the British sponsor their inependance as a buffer state, espite distate for their practices - they are, after all, being formed at the same time as an independant slave-holding Texas, which is bad enough to obscure it..
