It would just stay England, I would think. Thats what the Vikings called it and William of Normandy's conquest didnt change its name.
But at the point of this PoD "England" was barely a thing, being more of an broad shared identity between different kingdoms. It gained a lot more strength when Alfred and his descendants began to fight the Danes and use the concept of
Angelcynn ("English-kind" or English people) to legitimate themselves as liberators. Alfred's early defeat could weaken this identity, as now all of these Germanic kingdoms of Britain would be under people with a different identity.
If it's not being united by a native Anglo-Saxon Kingdom though, would unification of the Anglish-Kingdoms as such have any strength? Seems to me it'd be just as likely they'd end up paying fealty to a Danish Overlord individually than being united as a political unit.
At this point, would it make any difference? The angles were too a germanic people who emigrated to the islands and assimilated their conquered subjects, yet they didn't bowed immediately to the "old saxons" of Low Saxony (though in our timeline we had danish kings of England, like Cnut and his son).