Just an idea I had: what would happen to Spain if Philip III had died young, after his coronation in 1598, but before his marriage to Margaret of Austria in 1599? His heir would be his sister Isabella Clara, sovereign of the Spanish Netherlands. But IOTL she never gave birth to a surviving baby, and we can assume she wouldn't do it ITTL also. So the next in line would the Victor Amadeus I, Duke of Savoy, son of her sister Catherine Michelle.
So, how could be the reign of Isabella? And assuming she still can't have children, how could be Spain under the House of Savoy instead of the Habsburgs?