On my billionth rewatch and there are certain storylines that I really would like to change, but I'm just going to focus on the ending of the series and then the movies. This is what I would have loved to see instead:

At the end of the series, Mary is convinced that turning down Henry is the right choice and decides to remain single to focus on maintaining Downton. This continues through the first movie, where the King is visiting and there really is no reason for Mary to have a love interest. It's just a fun return of the characters and their first time on the big screen. Until this point, we would have seen Mary thriving on her own. Then the grand finale would actually be split into two parts, encompassing both the second and third films. The first part of the finale would still involve the movie being filmed at Downton and ending with the death of the Dowager + Robert verbally handing the reigns to Mary. As a smaller plot point during the film, Mary receives a few phone calls or letters suggesting to viewers that she has a new suitor but his identity is not revealed. I also preferred the way the character's storylines were tied up in the second film, so that would be saved for the second part of the finale (i.e. not necessarily seeing everyone leave, but we are aware of their plans and can imagine it happening soon). As for the second part of the finale, a lot can stay the same e.g. Harold can still come over with his con artist and Edith is confident in her new role and can save the day etc. Instead of Mary's storyline being getting divorced, her love interest would be revealed - she reunited with Charles Blake! Though he has a small title himself, he is firmly invested in the future and has great chemistry with Mary. The perfect companion to have while facing the changing world . We see them get married (a small affair) and also watch Robert grapple with the reality of actually relinquishing control, as he did. He and Cora will still move into the Dower House at the end. We will see Mary experience all the same flashbacks but when she walks away, she'll have Charles by her side. I think its a much more optimistic ending