You know, I don't think the Hellsing/JoJo universe is as ****** as people say it is after DIO vs Alucard.
For one thing, the Speedwagon Foundation and Hellsing Organization absolutely know about each other, since there's no way Alucard and Walter weren't involved with the events of Part 2 in this theoretical combined universe. Hell, the two being involved with each other is probably the reason Alucard attacked DIO to begin with. Not to mention, there's no way DIO and Millennium would team up.
With Walter there and Seras sniping from afar, DIO probably would lose with the rest of the Crusaders fighting him (Espesially since, if it happened at all in this universe, Jotaro vs Kenshiro probably only happened after the events of Part 3). As for Millennium, Joseph's Hamon as well as the Crusader's stands kinda **** them up. And I don't think that it would take much convincing to have the Crusaders fight the actual Nazis.