I would say little change - Scotland still becomes presbyterian. His wife held the throne for his daughter (M,QS) and she was Catholic and yet all around the people (and lords) where converting.
James VI would be a strong contender for marrying Mary I or Elizabeth I and starting the personal union of the two thrones earlier the in OTL.
Personally I think the French / Scottish alliance would have continued until a personal union as, even with religious differences, it enabled both sides to keep England from attacking either knowing there would be reprecussions from the other.