Henry's already notorious for executing two out of his six wives (Anne Boleyn and Catherine Howard). Let's say he also decides to execute Catherine of Aragon when she refuses to go along with his anullment. Maybe Catherine expresses her frustrations with the whole anullment idea to Eustace Chapuys too unguardedly, and her words get twisted into an accusation of treason, or maybe Henry becomes convinced that she's committing adultery. Either way, Catherine gets her head chopped off.
How would this affect Henry's position going forward? On the one hand, with Catherine dead rather than simply dismissed, any subsequent marriage Henry contracts would be unimpeachably legitimate in canonical terms, so he wouldn't have to worry about people calling his future son (if he has one) a bastard. Butterflying away the English Reformation would also remove a lot of religion-related headaches for Henry and his successors. On the other hand, executing Catherine would go down very badly with Charles V, although Charles has a lot on plate and probably wouldn't be able to take any meaningful action against Henry.
How would this affect Henry's position going forward? On the one hand, with Catherine dead rather than simply dismissed, any subsequent marriage Henry contracts would be unimpeachably legitimate in canonical terms, so he wouldn't have to worry about people calling his future son (if he has one) a bastard. Butterflying away the English Reformation would also remove a lot of religion-related headaches for Henry and his successors. On the other hand, executing Catherine would go down very badly with Charles V, although Charles has a lot on plate and probably wouldn't be able to take any meaningful action against Henry.