I've been thinking about the Hindu Europe idea some more, and, what about the Roma as the facilitators? In OTL, the Roma tended to adopt Christianity and Islam as they spread into the Middle East and Europe. In a world where Europe remains pagan, it's not impossible to imagine that an alternate version of the Roma still might end up migrating into Europe.
Of course a pagan Europe entails numerous butterflies - the Roma didn't begin migrating from the Indian Subcontinent until about five centuries after the birth of Christianity, according to the earliest accepted theories of their origins. Other traditional theories of Roma origins entail the existence of Islam, with the rise of the Ghazvanids around the Hindu Kush.
Still, the fact that the Roma did reach Europe in OTL implies that the spread of a wandering minority group of Indian origin to Europe is plausible. All you would need is an alternate population pressure in northwestern India to displace them.
So, without further ado, Europe remains pagan, and this alternate version of the Roma is pushed into Europe by some warfare or power struggle going on around their homeland. Political unrest in the Hindu Kush region is probable in any timeline given that the region is a crossroads of many empires and cultural groups between the Indian, Persian, and Central Asian cultural spheres, so it's not difficult to propose such a situation.
The Roma bring with them their indigenous religious beliefs, which are most definitely some form of Hinduism, perhaps Shaktism (OTL Roma culture has many ties to Hindu beliefs, and the Roma are believes to connect to Indian ethnic groups such as the Domba, the Banjara, and the Jats, all of which practiced Hinduism historically). Just as OTL Roman pagans and Germanic pagans readily adopted foreign ideas, the European pagans take note of the Roma religious beliefs, and perhaps adopt Hindu deities into the pre-established pantheons in addition to other Roma Hindu beliefs. Religious interactions between the Roma and the native populations in this world are probably not as one-sided as a world where Western Eurasia is dominated by Abrahamic religions but more congenial, with Roma incorporating native beliefs into their own worldviews and natives possibly doing the same.
Perhaps the introduction of Hindu beliefs into European paganism by way of these alternate Roma paves the way for later European interest in Hinduism once technology allows for direct, faster, and more frequent contact between Europe and India...