From what I heard that Princess Diana is possibly pregnant when she died, what if Princess Diana dies in 1997 or 1998 due to giving birth to the child of Dodi Al Fayed?
This probably wouldn't cause much changes. Dodi al-Fayed might has bit difficult times when being fathered outside of marriage no matter will child survive or not. And even the baby survives it hardly would change much if anything. He/she would be just child of princess Diana nothing else and pretty surely would live very private life. Not going play any role in British royal family. Not even sure if that child even participates to weddings of his/her older brothers.
Altough this might cause some changes to psyches of William and Harry.
I find the premise implausible. Women almost never die in childbirth in First World countries today. And ruling class women effectively live in the first world wherever they happen to reside. It does happen, but is statistically insignificant. If you were writing this into a timeline, you would have to create some reason why Diana was out of reach of a hospital. On a plane? Hiding from the tabloid press in some distant Scottish Estate? Trapped in a car wreck? Giving birth out of wedlock in Saudi is not a good situation to be in, but Dodi would have the strings to pull to keep things quiet and to get Diana, if anything, better medical care than in England.