Is it permissible for Albanian Muslims to build another mosque if their demands are not met, and how can they overcome this predicament while preserving the unity of Muslims?

The matter should be referred to the scholars and wise individuals from both sides to agree on unifying the word and ranks, especially since you are in Western countries. The Imam should be chosen based on who is the best reciter of the Book of Allah, then the most knowledgeable of the Sunnah, then the earliest in accepting Islam, then the oldest in age. If you agree that he leads some prayers and you lead others, that is good. If you relinquish the imamate to him out of a desire to unite the word, then you will be rewarded, as the matter is too minor to cause division.