So a short update to fill in the gaps before I do a time-jump:
Letters taken from the National Archives, spelling modernised:
“It is to my delight that I inform you my esteemed Father, that my beloved pearl, Marguerite has successfully delivered our first child, whom we have named Margaret after our beloved sister and grandmother, and of course, dearest Duchess. We have decided that her Godparents shall be my brother-in-law, the Count of Angouleme, my mother the Queen, and my grandmother, Margaret.”
- Letter from Henry, Duke of York to King Henry VII, circa November 1508
“My son it pains me to no end that my beloved sister and your dearest Aunt Cecily has passed away due to complications in childbirth. She died giving her husband Sir John Kymbe two wonderful children, whose names are Richard and Margaret [1]. I am already in love with the two and want to do everything I can to support them. It is why I ask you to petition our King to create Sir John Kymbe a Baron or Viscount so that I can rest easily, knowing that they will live comfortably [2]. I have already petitioned him to do so, and I believe with your assistance we can convince him to help provide for our kinsmen.”
- Letter from Queen Elizabeth of York to Arthur, Prince of Wales, circa December 1509
“It appears his majesty has completely changed his mind on Sir John Kyme, for he has recently created him a Baron after ‘discovering his most excellent talents’ and ‘being told of his many virtues’ [3]. I, however, believe that the tragic death of Cecily and the uncertain fate of her children is what has spurred the King into making this grant, for it has reminded him of his own Father’s death.”
- Extract from the diary of an English courtier, written circa February 1509
“It appears our beloved Infanta has given birth once more, this time to a daughter named Margarita. The child is hale and comely. Though our Infanta fears for health, as she is below average weight for a girl her age and because she has yet to forget how precarious her son’s health is.”
- Letter from the Spanish Ambassador to Ferdinand II of Aragon, circa February 1509
“It seems tragedy has struck our eldest Princess, my liege, for I have been told that her child was stillborn, I have sent her our condolences, though I would recommend you write to her yourself, for she is still reeling from the loss of Prince James who died a few months earlier.”
- Letter from an English diplomat to King Henry VII, circa March 1509
“Let it be known to the English King and Prince that I have agreed to betroth our beloved Infanta Beatrice to Prince John and that she shall come with a dowry of 235,000 cruzados and of course, the trade deal that we have negotiated. Let them know that I hope this betrothal shall mark a new age of friendship with the great Kingdom of England.”
- Letter from King Manuel of Portugal to a Portuguese Diplomat in England, circa 1509
“I am delighted to say that once again my sister Marguerite has given birth, this time to a boy, who I am told is called Henri. I have sent my best wishes to them and would be more than willingly to meet him some day. It has also come to my knowledge that I am to marry the Princess Claude when she turns 15 – later than I had thought, but joyous news nonetheless.”
- Extract from the diary of Francis I, circa June 1510
“I bring you important news of our family, our sister the Queen of Scotland has alas born a healthy child, a son who is named Arthur after yourself and of course, you are the godfather. The baptism isn’t going to happen for some time though, for she wants to minimise the chances of Artie dying like his other siblings, so perhaps you should plan a visit to her, so that she may be put at ease and so that our nephew can meet his uncle. As for our father he is not doing well. His hairs grow greyer and greyer by the day and more and more wrinkles form on his face. He spends much of his day by Grandmother’s side, for he wishes to be there when she finally passes. I too spend much time with her, for it will be painful to bid farewell to the woman who was like a second mother to us… all of us. I shall write to you soon on more developments in our family.”
- Letter from Edmund, Duke of Somerset to Arthur, Prince of Wales, circa December 1510
“And keep it a secret from Meg that we will be visiting, for it will do her wonders to see my and John there. I look forward to meeting you my dear brother, for we shall be able to conduct face to face diplomacy and bond over our shared love for hunting. I shall depart in late January/early February and hope to arrive within a week, so please, do try to stall the baptism for as long as possible [4].”
- Letter from Arthur, Prince of Wales to King James IV of Scotland, circa December 1510
[1] Purportedly Cecily did have two children with these names, so I decided to have them exist here and be twins. Elizabeth of York's survival also butterflies Cecily's exile from court and instead she and Kymbe are just forced to pay a large fine.
[2] In OTL Cecily and her husband weren't that rich AIUI.
[3] The Keme, Kymbe thing isn't a typo, both spellings were used in OTL. I also have Henry go with his wife and son’s suggestion since they’d probably be able to convince him.
[4] Margaret seems to have been Arthur’s favourite sister in OTL, so I have him go on the visit.