Would Scandinavia go Protestant if Christian II of Denmark stayed on the throne?

I'm writing a timeline where Christian II of Denmark isn't deposed from his position as King of Denmark, Norway and Sweden, due to him not carrying out the Stockholm Bloodbath. At first I was initially thinking that it wouldn't have a big effect on the course of The Reformation in Scandinavia. However, upon further research (I.E. Wikipedia) and reading other threads here, I’ve come to the conclusion that the Kalmar Union going Protestant ITTL would be far from a foregone conclusion.
First, Christian is still allied with Gustav Trolle, the Catholic Archbishop of Uppsala. IOTL he was the one who was mainly responsible for the bloodbath, and he had them executed for heresy, meaning that he would not take kindly to the king becoming a heretic himself. Now, it’s entirely possible that the alliance between Christian II and Trolle would break down after Christian refuses to carry out the executions, but that’s not something I’d written into the TL, so let’s assume that they’re still allied by the time the Reformation begins to gain steam in the Kalmar Union. IOTL Gustav Trolled died in 1535 at the age of 46-47, but that was in a battle that would not occur ITTL, and with Gustav being in his mid-late 40s at that time, he could very well live into the 1560s if he stays healthy. I’ve thought of him being assassinated by Swedish nobles who dislike him, but that would only make Christian double down on his support for Trolle, especially if said assassin nobles were Protestant.
Second, Christian was married to Isabella of Austria, who was a Habsburg. The Habsburgs were staunch Catholics, and when Isabella took Protestant communion IOTL, her family was furious. Isabella died in 1526 IOTL, but I’ve decided to butterfly that death here, so Christian will still have familial connections to the Habsburgs. Burning his bridges with one of Europe’s most powerful dynasties wouldn’t be a very smart political move, and would leave him with fewer allies.
Speaking of allies, that’d be another reason he might not go Protestant. Much of the nobility hated him (especially in Sweden), and I’m assuming many in the merchant class and peasantry wouldn’t have been too happy either. Alienating the church, especially when he’s allied with the aforementioned bishop Trolle, would leave him with very few if any domestic allies. I’m imagining that the most likely noblemen to go Protestant would be the anti-union Swedish nobles who hated bishop Trolle, thus making it that, if Christian were to become Protestant, he’d be siding with his enemies against one of his staunchest allies.
However, there are ways he could go Protestant. From the research I’ve done (on Wikipedia, but that’s research nonetheless) and from the other threads I’ve read, Christian II had wanted to reform the church within the Kalmar Union. One of these ideas was to have all cases relating to church law settled within the Kalmar Union, not in Rome. I’m not sure if that’s an excommunicable offense to cut off Papal power like that (I looked at the list of excommunicable offenses in the Catholic Church on Wikipedia, and I didn’t seen anything about that), I don’t think the Pope would take kindly to that. In addition, Christian converted to Protestantism IOTL during his exile in The Netherlands (I mentioned the Protestant communion part a paragraph or two ago). While that was obviously very context dependent and he reverted to Catholicism upon his attempt to retake the throne a few years later, it shows that he was open to Protestantism. Furthermore, it makes the most sense geographically and culturally for Scandinavia to go Protestant, as that’s the way the rest of the Germanic world sans areas under the control of or near the Habsburgs went. With that said, you’d think Poland and Ireland would go Protestant just based on geography, and yet they didn’t, so it’s possible that would apply to Scandinavia as well. At this point, I’ll pass it on to you guys. Would a Kalmar Union that remained under Christian II’s control convert to Protestantism, or would they remain loyal to Rome? Let the conversation begin.
 
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I think that Christian would go a form of Protestant, or at least greatly increase his independence from the Catholic church. It seems in character for him and there were some Protestant movements in Scandinavia (Denmark particular iirc). His Habsburg connections would not be pleased, but it’s not like they can stop him, and if he has stabilized the union then there shouldn’t be much opposition. Isabella was also attracted to Protestantism. I find it plausible that he would convert in the 1540s, but it also depends on the situation in Europe I suppose. Do feel free to correct me if I am mistaken though :)
 
But isn't the region entirely Protestant nowadays? Was the Kalmar Union Catholic?
Well yes and it was for the majority of its existence though that may have been the case because Luther nailed his list only 4 years before it collapsed
 
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