IOTL, the latest, in terms of setting, of Shakespeare's "history plays" is the seldom-performed Henry VIII. Could he have written a play about the reign of Queen Mary? Possibly he'd have to live a bit longer to avoid any problems with the "Spanish Match", but it would be interesting if he had managed to write such a politically-charged play- and the only history play with a female main character.
Could he have written history plays about any other English monarchs? What would they have been like?