It appears that the reason Vermont wasn't a founding state of the USA was arguments over land ownership with New York, but it was always expected that it would eventually become part of the US. Vermont did start talks at one point about becoming part of the Canadian province of Quebec, so the simplest way to avoid it becoming part of the US eventually is to have it become part of Canada.
However, that doesn't keep it independent. The best way to have that happen is for it to become a route for some kind of trade between the US and Canada that neither side wants to admit to, but is too profitable to stop. At that point, it becomes convenient for both the large countries that it should continue to exist. Such trade may well be somewhat criminal: the trick will be not to make it too criminal.