If Sweden won the Battle of Poltava and killed Peter the Great also able to successfully retreat from Russia, how long would Alexei, the less enthusiastic heir of Peter the Great fight on after his fathers death and Ottoman intervention on Sweden's behalf?
What if in 1701, Austria did not accept Prussia's elevation to Kingdom? Would Prussia allign with France, or would they even declare war, or fight in a separate declared war?
Would Denmark-Norway join the Spanish Succession War fully if Sweden did? How long until Russia would westernize and modernize to at least the extent pre GNW?
Since Karl XII is thought to be homosexual, and when asked to marry some women he declined, would he ever have children if he won and survived? Or would he just name a relative of his an heir?
If the Swedish army wins at Poltava (assuming the reinforcements that were defeated at Lesnaya just before are victorious and joins the main army), there's no need to retreat, instead it can resume its march on Moscow (it had in 1708, but diverted to Ukraine due to winter and a bad supply situation). If the Ottomans get involved and Karl XII can get Stanislaus to actually get serious, then the Russians will probably make peace.
Karl XII stated several times that he would not start an unjust war, but never end one without punishing those that started it either. Russia will have to pay some way - large war indemnities, perhaps backed up with Swedish occupation of Pskov, Fort Kola and Archangelsk until they are fully paid. If Alexei is ineffective, they might never be fully paid. Sweden can't hold Pskov in the long run, but keeping Archangelsk means all Russian trade must pass Swedish-held ports, which will give Sweden a steady tariff income (and Russia a reason for the next war).
Sweden would most likely also incorporate Courland in case of a victory.
Absent a Swedish defeat at Poltava, Denmark-Norway Lübeck-Hannover and Brandenburg-Prussia will most likely not declare war on Sweden. Denmark-Norway can make bank renting their armies to the Anglo-Dutch alliance as they (and Sweden) did in the 1680s and the did OTL between 1701-1709 - 10 000 Danes served under Eugen in northern Italy and 8 000 with the allied armies in Germany.
As for Karl XII, he was most likely asexual or at least low libido and very pious. He stated that he would marry for love once the war was over, and there were reputations of love affairs with young women at court before 1700, but it is uncertain how much was just rumours and gossiping for spies and ambassadors and how much was actually true. He might very well adopt his nephew Karl Fredrik has his hier and forego marrying at all - there were rumours that he intended to do that in 1716.
Karl XI and Karl XII maintained a very strong pro-Anglo-Dutch foreign policy. Karl XI had been furious that France treated Sweden as a client nation, making peace in Sweden's name and not consulting Sweden at all in the peaces of Fontainebleau, Celle and Saint-Germain 1679. Karl XII had no intention of siding with the French, which he also made clear when Marlborough visited his headquarters in Saxony in april 1707 (the allies were worried that Sweden would intervene on the side of the French in the War of the Spanish Succession after having defeated Poland-Lithuania and Saxony).
Sweden wanted to defeat Russia, and after that the country would be war-weary and wanting to recover, not join another war. Renting out its army (or at least the German garrisons, ~8 000 men) to the Anglo-Dutch alliance would be possible, though.