If Mary have been Philip of Bavaria's wife, do you think she would have been happy with him?

They would have absolutely been happy together! His courtship of her was so romantic and his affection for her, during a time when marriages were based on politics, was refreshing. I have no doubts they would have had a wonderful marriage.

I think she would've been very happy, he really did love her.

No, unless he converted.

She would have felt to guilty towards her mother eventually.

Yeah, she surely would be happier with him than with his husband, who didn't ever love her and tried to attempt her reign.