I too have a small ( about 3 %) scandinavian showing up, which I think is from having northern English ancestry and a touch of Viking ancestry! Vikings were in Cumbria too of course, so that could have come down through Henry.
I believe if someone has Roma or Sinti ancestry you should see a small percentage of South Asian DNA. However it would really depend how mixed and how far removed that ancestor is and if he actually inherited it (DNA can work in strange ways).
Never give up... It took me 20 years to find my gtgranny; born a Campbell but married using surname Young and is on 1881 census under Martin !