on his way to Avignon for a vacation, the Pope's driver gets lost and refuses to ask for directions. comedic chaos ensues, and the Pope finds himself stranded in Slesvig-Holstein.
but to be serious, maybe Protestantism spreads further into Italy (there were Savoyard Protestants IIRC), and it eventually reaches Rome. naturally the Protestants don't want the Pope there, so he flees Rome. at the same time, the Danish kings refuse to convert to Protestantism, and in the chaos in the HRE during the reformation occupy S-H. to increase their prestige, the Danes invite the pope to stay in their country, and he does, winding up in S-H.