Okay, crazy ideas. Spitballing here.
The universe is a closed loop temporal paradox that is slowly being consumed as fuel for something that exists beyond our ken. Only an insane few realize the truth and they try to escape, committing whatever horrors necessary in a vain attempt to avoid this annihilation and nullification.
How to do that, though? Hrm.
The PCs -- Russian soldiers, part of a large squad -- start in a ruined town, having just located a German scientist who wants to defect. He was testing weapons in this area, and became horrified by what he saw: 'explosions' that created no fire but withered flesh and left it flecked with white corrosion, and in the smoke before it drifted away, colors slithering like snakes.
They find one victim barely surviving, an American, and he rants about how the world is wrong. Hitler isn't supposed to be losing yet. If the war ends too soon, Einstein won't be driven to invent time travel. The invaders will be able to alter history as they desire. That's a paradox, because how could he be here?
A squad of Nazis arrive, and their leader shouts to 'get the Tether.' Cue a fight, with the enemy leader nonchalantly walking around as every shot misses him, and he kills everyone but the PCs before running out of bullets. Still, he can't get close enough, and he curses about, "Every time this happens," then flees. He and all the dead Nazis have amulets marked with a white hand-print with 6 fingers.
The strange dying guy tells them to put on the amulets and take this: a thin metal wand with buttons. Yes, it's a time machine, but the party doesn't know how to use it. He says to kill Stalin, and then this weird time traveler passes away.
Enemy armor is incoming, so the PCs can't stay put. They're supposed to get out of the city to a captured airfield, then fly the scientist to safety, but on radio they hear that all the incoming planes are caught in some strange lights flying up from the surface. Look out the window and you can vaguely see lights just over the nearest mountain. The planes crash, so new orders are to investigate the castle and if possible clear the way for a new aerial escape.
Over the hill is a castle, and there's a glow inside the courtyard. Strange physics operate here, and without an amulet your body basically destroys itself. Guns don't work, but there are a few alien 'blasters.' Plus swords, which work fine.
Kill Nazis on the way in, and reach the courtyard to see six cultists -- including the guy from before -- working around a glowing object that resembles a spaceship made of crystal and vapor, except it's incomplete. It's being extruded into reality like an invisible 3D printer is creating it as they watch. And near it are many-colored tendrils of creatures that exist in another dimension.
What's going on? The party probably never finds out. They probably blow something up and happily wait out until the war ends and the world we all know occurs. Which lasts for 3 years, until the demi-timeline ends and they're all dumped back to the start of the adventure.
But maybe they're smart, and they go back in time and kill Stalin, which prolongs the war enough for Einstein to invent time travel. One paradox fixed, this timeline lasts 5 years before it ends. Who knows what is required to actually save the timeline properly.
