The Nationalists had close ties to the United States, with multiple Nationalist leaders having visited the U.S, particularly the First Lady of China. And the U.S. was a key supporter of the Nationalists militarily. Providing modern weapons, aircraft, heavy equipment, and training to the Nationalist Army. In a scenario where the Long March Failed, the Nationalists would have taken near full control of China. And likely would have allied the Nation closely with the United States. Playing an important role in the Cold War and as a member of the UN Security Council. In this scenario China would be a western allied and supported state.
Glide: 2
In this scenario, China would be culturally an incredibly different place to modern China. Chiang Kai-Shek was someone who deeply idolized Chinese traditionalism. heavily emphasizing Confucian values. While at the same time fully embraced westernism, and was a practicing Christian. In this scenario the Cultural Revolution would never happen, and instead society would develop far more in link with western society, while fully embracing the traditions of China.
Glide: 3
The biggest continuity that would continue if China remained under Nationalist rule would be oppression. The Nationalists, though claiming to be democratic, were a dictatorship with some very flawed democratic ideals at best. It was riddeled with corruption, cronyism, and despotism. And Chiang Kai-Shek as shown during our own time during his rule over Taiwan, would be reluctant to abandoned his authoritarian style of rule in mainland China. If the Nationalists remained in power maybe China would become somewhat more democratic after his death, like in Taiwan. However it is far more likely that China would remain a flawed democracy. Where the government ultimately maintained power through oppression.