You are Anne of Cleves, and after Henry divorced you, he married 17-year-old Katherine Howard, even though he was already 49. But as he says, he wants a wife after his three children lost their mothers. Mary Tudor lost her mother, Catherine of Aragon, Elizabeth Tudor lost her mother, Anne Boleyn, and Edward IV lost his mother, Jane Seymour. Henry now sees you as his sister, not as a wife. He loves you like a sister, and Katherine Howard sees you as her best friend. That's why you're allowed to live in the palace and are treated like part of the royal family. You have ladies in waiting, etc.
You, Henry, and Katherine are sitting in his office, and Henry has given Katherine a puppy. Katherine is delighted, and you clap your hands for her.
Katherine: Your Majesty, I would love to share this gift with someone.
Henry: With whom, my dear?
Katherine: with the lady Anne