Both Ottoman Sultans and Russian Tsars used the title of Khan, or related terms, so Jahja could continue to do so...Alternatively, he could adopt Caesar/Tsar as the Latin equivalent.
Henry Frederick is King of England and Ireland, under his mother's regency, but with Robert Catesby as the de facto ruler of the country? I'm guessing, but I think this kind of situation wouldn't really be able to last long - Catesby would either be defeated and driven out, and come to terms with the Crown and be regularised (maybe made an Earl and given some of the lands he captured in the Midlands with high positioni n government, later on when King is powerful enough he can move to crush Catesby).
Charles could marry Arabella to strengthen his claim to the Scottish throne, if I recall correctly her father was the elder brother and Scottish Earl of Lennox. Maybe he would be more of a religious radical than his brother, ie, Henry Frederick is a good old Anglican whilst Charles is vehemently presbyterian?