When Catherine is looking for Harry she asks a little girl named Anne if she had seen him. The little girl was Anne Boleyn who would become the second wife of Henry VIII.
Mary Rose Tudor did marry Catherine of Aragons nephew Charles when she was a child and was considered Princess of Castille. However when she was a teenager the match was repudiated and she ended up marrying firstly King Louis of France who died 3 months after the marriage and then shortly after Henry VIIIs friend Charles Brandon.
The historical events take place between the fall 1506 to December 1507.
This episode takes place from September 1506 to December 1507.