AFAIK, Yes, the European part of the USSR had a lot of industry by 1941--a lot of which ended up being evacuated after Operation Barbarossa. In turn, what this would mean is that Nazi Germany is going to have to rebuild the industrial infrastructure of these territories in the event that it would have won the war.
I agree that, in spite of their rhetoric, Britain and the U.S. are probably going to be unwilling to accept large numbers of refugees from Nazi-occupied Europe in the event of a Nazi victory. Still, there is the option of forcing the Soviet Union--which will presumably be pushed back east of the Urals in the final peace treaty--to accept all of the refugees that Nazi Germany decides to throw their way. Of course, building a lot of additional infrastructure in Siberia and Central Asia to accommodate tens of millions of refugees is certainly not going to be easy for the Soviet Union to do--which could result in a lot of deaths as a result of the inadequate infrastructure in these areas combined with the massive population boom in these areas as a result of the refugee expulsions from Europe.
Things with the Soviet Union wouldn't be that easy even with regard to movement. Part of it would be the huge distances that the Soviet Union covers, counting both its European holdings and the vast stretches in Asia, you have a country that encompasses practically 1/5 of the globe and under a dictator that wasn't any better than Hitler and generally had his own agenda. In this, while it is possible that Soviets might agree to some measure of peace terms with Germany without there being others to help them... I don't really see Stalin being all that desperate or accepting of even getting his own people back. And there is some evidence that Stalin wasn't pleased that his eldest son had been captured by the Germans when they invaded...
In this, I'd find it likely that any agreement that Stalin would make with Hitler in such a situation should Hitler win the war would be negotiated in a way that would at least secretly give Stalin the openings to have partisans behind the German lines and that surviving Red Army and NKVD (future KGB) forces being able to infiltrate the eastern areas that the Germans gained and give them trouble, which from Stalin's point of view might give him the opportunity to recover and rearm, which would be even easier if Hitler allows many of the Slavs to move to the region beyond the Ural Mountains, where Stalin had already been moving whole factories on the eve of the 1941 invasion. I don't see Hitler just giving Stalin any realistic shot at rearming or getting some measure of manpower to try to and recover territory.
Latin America might be willing to accept some European refugees--though probably much less than would be required. Of course, there is the option of settling a lot of European refugees in Europe's various colonies--sort of how Palestine was viewed as a good destination to resettle Holocaust survivors after the end of WWII. (Of course, this colonial resettlement would not have necessarily been pleasant; for instance, there was the Madagascar Plan for resettling Europe's Jews.)
Latin America... I wouldn't see that happening simply for the fact that in history after the war so many Nazis went to places like Argentina and Brazil to hide out and that in time, some began to even live openly under their original names because they felt so secure in their position. In this... I'd find it doubtful that many Jews would consider Latin America as a safe place to flee, as the Germans had been trying to build up support elements within much of the region in the 30s for trade purposes.
Palestine... THAT I don't see the Nazis accepting as a destination as it would be too close to their dominated Europe, and thus their own thinking would make them want the Jews further away, which would only be supported by their working with the Mufti of Jerusalem. It was for this reason that the Nazis turned to Madagascar, which I wouldn't see working unless he Germany got a more powerful navy than France or Britain, which wasn't likely. The French Navy was left under French control and historically the French would scuttle their ships when the Germans tried to take them in 1943. And given that the British navy hadn't been in threat of complete destruction in 1940, even a negotiated surrender by Britain in 1940 would not hand over the Royal Navy to the Germans... and to a certain extent if Germany was attain a negotiated surrender of Britain, they would need to essentially let the British keep their navy...
In this, Germany wouldn't have the naval power to transport Europe's Jews to Madagascar if France or Britain didn't wish to. And without revealing the horrors they wished to accomplish, I wouldn't see Britain being super eager to transport Europe's Jews to a French colony... and that might only trigger Britain's return to war and working to bring as many in as possible just to take Hitler down. And at the same time... I don't see Petain's French State welcoming European Jews to their colony of the coast of Africa. Petain might eagerly help Hitler kill France's Jews, I don't see him accepting the rest of Europe's Jews into his territory.
This is in reference to his lines in which he whined that if only some ten to fifteen thousand Jews had been gassed during the Great War (which given how many German Jews served in the German Army in WWI, it's possible that they did) that the losses Germany took in the war wouldn't have been in vain. That comes off as the hate filled sort of rant that is actually eager to kill for some measure of revenge.