Pretty sure any OTL territories in southern Mesopotamia and the western Gulf coast are populated by Shia. Maybe some in OTL Azerbaijan.
I could totally be wrong though.
Azerbaijan (as well as Iran, southern Afghanistan, and much of Southern Iraq) did not become Shia until the Safavids forcibly converted those places to their particular brand of Shia Islam, Twelver. Isma'ilism and Zaidiyyah had proponents scattered about (Lebanon, Yemen, Northern Afghanistan and Tajikistan, Pakistan, Central India) but nothing that gained political power after the 16th century. Which you can blame on the rise of vast Islamic Empires in that period.
Prior to the consolidation of Islamic power in the Middle East and India, Northwestern Iran/Azerbaijan and Eastern Turkey had Shia followers, almost all were Sufis. Medieval Turkish communities loved Sufism since it kept parts of their pre-Islamic mystic religious culture from Central Asia and was open to other forms of syncretism. These regions did not become majority Shia until the Safavids. They utilized Twelver Shia as a political ideology to promote unity amongst the disparate groups of their empire. Without that development, not only is Iran, Iraq, Azerbaijan, and Southern Afghanistan Sunni but remaining Shia communities (primarily in Lebanon) would not be Twelver and thence the entire character of Shia Islam is quite different since Twelvers have never had their time in the sun to influence the wider Shia, and Islamic, world. Places the Safavids touched who were already Shia were mostly not Twelvers either, so any Shia outside of Eastern Turkey and Northwestern Iran are not the same sort of Shia as, say, Lebanon, Northern Afghanistan, or the Persian Gulf.