James VI was protestant because he was educated by protestant regents after Mary I was deposted. To have being catholic you need to keep Mary on the throne, witch is dificult to say the least in the circumstances, as the era was not kind to rulers who where of the different faith then most of their populations and nobilities (an argument could be made that Elizabeth I pulled it off since most of England was nominaly catholic under her sister but the speed with witch they turned to protestantism show that many of them weren't at least very indiferent to the issue and probably more sympathetic to protestantism, at least if it was a moderate version) and Mary Stuart didn't have the political acumen to pull it off.
Furthermore, even if Mary somewhat made the protestant lords accept her as queen strong ods are they will want her son to be educated as a protestant as a defacto condition for it. At the end of the day the only thing who can truly save her, appart for a POD keeping the place catholic who would probably also butterfly James existence, would be a foreign intervention before her cause in Scotland was truly destroyed (and after James birth to not butterfly him).
France won't budge since the loss of Calais and Elizabeth seeming acceptance of the end of England hold ambitions in France made the Auld Alliance loose it reason of being from a french POV and they wanted to move closer to England to counter Spain in that time period. Spain might but that would be a massive gamble: France isn't screwed enough by the Wars of Religions yet to not possibly be able to take advantage of the situation, they didn't have the naval means coming from Portugal yet and the situation in the Low Countries wasn't stabilised yet. Sending an expedition in Scotland big enough to be sure to win would dangerously divert ressources from places its needed and would mean a breach with England before Philip II was ready for it. Personally I'd bet that Spain will decide against it.