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I was not involved, but in my game it was the Danes who came in and knocked over Harold to claim the Kingdom, but Norway and Saxons still had large portions .
As you start, retreat to the provinces bordering scotland as soon as possible. Raise a few ships and put 1 ship along each coast to act as spies. Once you see Harold head to attack england, join in afterwards and clean up both armies. If you're lucky, you'll imprison the king and end the war. If you're not lucky, you'll at least get some good counts as prisoners from cleaning up the easy armies. Use the ransom from these to build up your mercenary force if necessary.