Mea culpa. Wrong thread - Vermont was sovereign before the Constitution. But if the requirement is, in your words, '[a]t least one would be nice', then the several states of the Confederacy, the several Civilized Indian Nations, and the Pope - the official leader of the Vatican State - recognized the Confederacy.
The Pope may have referred to Davis as president in a letter, however neither the Vatican States or any other country in the world extended diplomatic recognition to the confederacy.
Did the "Vatican State" even exist in 1861 as a valid nation-state? Didn't Mussolini and Cardinal Gasparri create the official division between Italy and the Vatican-city state when they signed the Lateran Treaty in 1929?