You're assuming that Nazis could take over all of Russia, could carry out repression of hundreds of millions of people, and face no resistance at home or any kind of rebellion.
Well they did invade and repress millions of people in France, Belgium, Netherlands, Poland, Denmark, Czechoslovakia, Norway, Yugoslavia, Luxembourg, and Greece without facing resistance from home. So yeah, I am assuming that.
Further, while consensus estimates are that Stalin did in fact kill 20 million, we don't actually know for sure how many (Solzhenitsyn says 60 million).
We actually have a pretty good idea of how many people Stalin killed, because the NKVD kept it's records pretty accurate. It's roughly 7-10 million, anything higher and Soviet demographics simply don't support such a conclusion.
I'm saying that if the US does not send aid to Stalin, that Stalin doesn't conquer Eastern Europe. At the same time, Hitler still probably can't hold on to Russia. Once the Western Front was open, even a weakened Russia would be able to expel Nazis. They were simply overextended, and they wouldn't be able to carry out a two-front war while maintaining command of the Soviet Union. What would have happened instead is that Nazi Germany still gets defeated, but this time by Britain and the US instead of the Soviet Union. Only Britain and the US (and France) occupy Germany, there is no Communism in Eastern Germany (outside of Russia), and there is no Cold War..
I don't think that we would have had to fight Stalin. Without US aid, Stalin can't rampage through Eastern Europe. The US, Britain, and France still would have destroyed Nazi Germany.
I'll tackle these two questions together because they're pretty similar.
This is implausible for several reasons.
Up until the end of the war, the bulk of the Heer was concentrated in the East, including German's best Panzer and SS units. The Red Army tied down anywhere from 6-3 million Axis troops, while OB West (The German forces in the west) never exceeded more than 2 million.
Without Lend Lease Aid, the Soviets are forced to conduct their operations with much more limited logistics and firepower. The great Soviet offensives of late 1943-1944 don't take place, because the Red Army doesn't have the operational mobility or logistical capability to do so. This actually makes things a lot harder for the Western Allies, because so much of the German war machine was concentrated in the East. In our timeline, the Germans became increasingly desperate in 1944 as vast, swift moving Soviet formations cut into their defenses and threatened encirclement for dozens of German divisions. This stark reality that the Soviets were rapidly forcing back the Ostheer panicked the Germans, who in turn diverted increasingly large amounts of troops and supplies to stem the tide.
But without the Red Army's ability to launch such operations (so hinged on Lend Lease supplied trucks and supplies, which allowed the Soviets to focus on combat power versus logistics), the situation on the East is far less concerning. The inability of the Red Army to launch wide sweeping offensives reduces their actual threat level by a significant margin. The Ostheer no longer has to worry about being out maneuvered and surrounded because the Soviets simply can't do that, at least no where on the scale that they did in real life.
Which is a problem for the West. OB west was composed mostly of second rate reservists and under strength SS divisions. Not to diminish the sacrifice of American, British, Canadian and French troops, but their campaigns against the Germans were no on the same scale of intensity nor ferocity that the Soviets faced. But not facing a much more mobile and dangerous Red Army, the Germans have a lot easier time justifying the transfer of units from the east to the west, meaning the W. Allies face a much harder fight invading France.
Allied bombing, despite your misgivings, is a necessity. Between 1943-1944 Albert Speer drastically reorganized the German arms industry, transforming what had been woefully inefficient and corrupt system into a very powerful war machine that actually peaked German fighter production in 1944. Not bombing these cities simply isn't an option. To not to so is to allow the Germans to continue to produce arms to kill American and Commonwealth soldiers.
Given that the Allied rapid advance across France was only made possible because of a general retreat by the Germans (and only because OB West's position had been so badly mauled, not likely if they had been reinforced with units from the east), it's almost a certainty that the war in Europe lasts even longer.
And that brings me to my final note. The atom bomb was intended for use on Germany.