Just for reference (As the OP doesn't provide one), here's an image of the starting map in Hearts of Iron 4. It's claimed to be as of 1936.

To make up for the poor resolution, the countries directly bordering China to the north are, starting from Tibet and going clockwise: Tibet, Xibei San Ma, Communist China (AKA the PRC), Shanxi, Mengkukuo, and Manchukuo.

Directly to the east is Japan.

To the south, continuing clockwise are the Guangxi Clique, Yunnan and the British Raj.

These are all the names used in the English version of the game. I hope this can be of some use to anyone willing to provide an answer.

Edit: Missed Shanxi.

More can always be said, I found out an answer by /u/EnclavedMicrostate with actual maps. Short answer: China is depicted with Qing borders in 1920s world maps, though the maps are not very detailed (and they are 1920s maps, not 1930s maps). /u/Drdickles provides more context on China of that period.