Well that poor knight gets executed for treason Henry marries Anne while Spain will most likely start gathering strength for a war against England.
The assassin, if he is as stupid as stipulated, would be definitely executed as a traitor but there is no reason for "Spain" (actually, Spain and HRE) to do anything excessively drastic after assassin's execution.
BTW, what "gathering strength" is supposed to mean? After all, Charles V was the most powerful ruler in Europe and England of Henry VIII was not quite in his league. Depending upon a precise timing he could already be at war with England (for example, if the timing is in 1526 - 30 bracket) but England was too much down the list of his opponents in the terms of importance for Charles to pay any serious attention.
The main lesson from the whole situation (and his future marriage to Anne of Cleves) was obvious: never marry a woman of whom you can't easily get rid of. In other words, marry your subjects. Contemporary of his daughter, Ivan the Terrible (Husband) also had 6 wives but did not have any problems whatsoever, no even need for the
public executions which, while providing public entertainment, were of a bad taste: why to make a public spectacle out of a purely domestic issue? A king (or Tsar) with the horns on his head is a pathetic figure while death from the natural causes is a commonplace and, as an option, you can always accuse the people you don't like in being poisoners and kill two birds with one stone.