How can they win? LL in 1941 didn't make a difference, there was little of it, so no change there. In 1942 the Soviets can easily buy what they need, so not much change there, I'm not sure anyway if LL was decisive in 1942. So first chance of change is in 1943, I'm looking at Kursk here. Don't see the Germans winning there, even without LL the soviet defense should be solid. After Kursk the German capacity to attack is gone, so they're not advancing anymore. Their chance of a decisive win is gone forever.The Nazis could win, and if they don’t, it’s likely that they grind the Soviets to a halt.
This is assuming the UK is still in the mix, and North Africa goes roughly as OTL, which should be possible without the US in the war (most notable difference there would be Torch, which either wouldn't be launched, in which case the Germans probably don't take Tunis, or further east, in which case Tunis goes differently). Meanwhile the UK of course is providing weapons to the USSR.