The POD here is that Henry has a son with Catherine of Aragon, and hence England never goes Protestant. With English support for Catholics north of the Border, Scotland remains Catholic as well. Nevertheless, the butterflies still flap about such that the House of Tudor goes extinct in 1603, and the King of Scotland inherits the throne.
What would be the survival prospects of this united kingdom? IOTL England and Scotland bonded against the Papist Menace emanating from across the Channel, which obviously wouldn't be a factor ITTL. On the other hand, England and Scotland still had cultural similarities, even without the Protestant factor; many Lowland Scots spoke a dialect of English, for example.
So, would there still be a lasting UK in this scenario? Or would the two countries end up separating again?