Could the Vasas have created a Protestant Empire?

I've seen here and there some discussions about how if Gustavus Adolphus survived Lutzen or was more successful in the 30 Years War, he would have become a sort of Protestant Holy Roman Emperor, ruling over Northern Germany. But are there any historical sources that show this was what he had in mind? More importantly, could he have achieved this? Could Sweden have attained a favorable peace in the Thirty Years War, and what would this mean for the Holy Roman Empire?