The short (and somewhat contradictory) answer is for him to be a bit less and bit more like his father. King Hans had already set the wheels in motion for a strengthening of the crown vis-a-vis the nobility, but he employed a far more cautious approach to politics than his son did. If Christian II had avoided tying himself too strongly to the still rather weak burgher estate, he might very well have maintained his rapport with the moderate sections of the aristocracy which saw potential in a more stable and efficient monarchy governing alongside itself.
Essentially, Christian II tried to do too much too soon and thereby managed to turn a lot of people against him. His continued liaison with Dyveke alienated his Habsburg in-laws, his callous approach to domestic policy offended the elites of the Danish realm, his German policy turned his already sulking uncle against him and his quest for the union crown brought the Wendish Hansa into a very dangerous alliance with the Swedish rebels, who for their part were naturally rather upset at his heavy-handed rule and Machiavellian extermination of the Sture Party. All of this culminated in the perfect storm that was early 1523. If dealt with one at a time each of these issues might have been weathered, but once combined there was really very little for Christian II to do other than seek help in the Netherlands. Even in exile he showed a remarkable lack of political awareness by openly declaring for the Evangelical confession whilst being entirely beholden to his brother-in-law, the Holy Roman Emperor Charles V.
There's a nice (still ongoing I believe) TL on him by @Milites which goes into some of the ways he could have kept his thrones if he had done some things differently
I highly recommend it!
https://www.alternatehistory.com/fo...a-lion-a-different-nordic-renaissance.438569/
Well thank you
Still ongoing, but RL is doing a number on me ATM.
2. He loses Sweden but isn’t deposed in Denmark. Christian’s actions during the rebellion that deposed him is often described as very indecisive, if he acted more quickly and with purpose he might be able to defeat them. If so we might see Denmark become a hereditary monarchy over a century earlier than in otl.
It's true that the common trope is that Christian II acted very indecisively once rebellion broke out, but by 1523 his options were really very limited. The realm was pretty much bankrupt thanks to the constant fighting in Sweden, the navy was in disrepair and what little money available to the crown could barely cover the costs of the meagre mercenary contingents available on Funen and Zealand. Even if he had had the financial capacity to hire more troops, the recruiting grounds in the Lower Saxon Circle had been effectively blockaded in late 1522 by an alliance of Lübeck, Holstein-Gottorp and Hamburg. Conversely, Frederick commanded a solid host of
Landsknechts bankrolled by the Hansa and could rely on the powerful Lübeckian fleet (which freely operated in the Baltic, even sacking Bornholm) to ferry his troops across the Great Belt. While it's also true that Frederick struggled with financing his own mercenaries (but then again, what Renaissance prince didn't?) there can be little doubt that had the civil war of 1523 actually seen any large scale fighting, Christian II would most likely have come off for the worse.
1. He avoids losing Sweden a la To be a Fox and a Lion
This is, in my humble and wholly unbiased opinion, the most plausible scenario
Given Christian's desire to turn Denmark into a mercantile nation like the Netherlands, could he send an expedition to found a trading outpost or two in North America?
In OTL he planned to send his chief admiral on an expedition to Greenland, probably hoping to use it as a base to reach the New World. We know that there were elements around the court which lobbied for a Danish presence in America. The king's secretary Klaus Pedersen even wrote a proposal: “...
I beg Your Grace, to take to heart that my proposal is neither fabrication nor a dream; I shall prove it to be truth. If our Lord God in Heaven lends us His grace and luck, then it shall benefit Your Grace and the realm of Denmark until eternity [...]
But I do hope that, by the grace of God, more shall come of this enterprise than glory, wealth and honour, such as great and eternal benefits. Once I have come into Your Grace’s presence, then I shall explain the matter in such a way that Your Grace would see that I am right to declare that it is far easier for Your Grace to accomplish this task than those Spaniards, who by the day reach further and further towards Greenland…”
However, the Swedish War of Liberation put a quick stop to those schemes. In my timeline, the expedition proceeds leading to the establishment of small-scale outposts on OTL's Newfoundland.
