What kind of relationship did Henry VIII have with his siblings?

He probably did not have much of a relationship with his sister Margret because he was only 11 when she left to live in Scotland in 1502.

He had an interesting relationship with his sister Mary. When she was to marry Louis XII at 18 she tried to get out of it, but He did not want her too. Shortly after Louis' death she married Charles Brandon and he was not happy about it because he was already looking for a second husband for her. Her first son she named after him in the hopes that it would appease him.

Don't know about the relationship between him and Arthur.