They couldn't.
Sealion could never have worked. There is no "blitzkrieg" when you have to tow barges at 5-6 knots across 30-100 miles of open water and then have troops with no amphibious doctrine or training embark on contested beachheads. The British had lost much of their Army, but their Navy and Air Force was completely intact and after Norway was even stronger than that of the Germans. (The Battle of Britain was never a close thing.)
Invasion of Russia could not have worked. The whole plan rested on wholesale defeat of the Red army in the first 5-6 weeks and the first 500-700 kilometers of advance. They executed that brilliantly but never considered winning in an environment where the Russians could rebuild an army at a rate of half a million men a month. Remember the whole "kick the door in and the whole hose comes down" concept. it was wrong.
Dunkirk would not have made a difference. Of the 330,000 men rescued almost half were Belgian and French and returned to their countries. No material was saved. But it really wasn't needed when there was no way the Germans could effectively land, reinforce and supply an expeditionary force let alone a real invasion force.
I believe the US would definitely have entered the war. after a long period of isolationism the sentiments were moving strongly against Germany. The growing knowledge of the nature of the Nazi occupations were starting to get out. They were just looking for an excuse. Pearl Harbor didn't mean they had to go to war against Germany as w3ell as Japan, and Hitlers declaration of war was not what tipped the scale. The US was already gearing for war. Practically every major weapon system used by the US (including the B-29) was already on the drawing board or being prototyped by Dec. of 1941 and the armed forces were already building their numbers, though not at the same rate yet.
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