[Xenalyte]

Mary, Queen of Scots was a catholic, but held at house arrest by Elizabeth until her beheading due to her betrayal and working in the background to claim the English throne. I believe Mary/Scots and Elizabeth were cousins of sorts.

Henry VII (Elizabeth's dad) had two sisters, Mary and Margaret. Margaret married the Scottish king and had a son, James, who fathered Mary Queen o' Scots. That would make her Elizabeth's niece, or second cousin, or something. They always called one another "Cousin," which was a usual form of address between non-siblings back then.

[AnAmericanMother]

Elizabeth and Mary Queen of Scots were first cousins, once removed. Mary and Margaret were Henry VIII's younger sisters, not Henry VII's. Arthur, the older brother who died, was Catherine of Aragon's first husband (and the reason/excuse Henry VIII used to try to get divorce no. 1)