In the 15th century, who was the first king in late medieval Europe to turn away from the Roman Church and adopt another denomination?

Elector of Saxony

The question asks about a 15th century monarch, but before 1517 there was no Protestant alternative, not even an incipient one, so the answer must be a 16th century monarch. Prior to that, the various forerunners of the Reformation were dissenting Roman Catholics.

Here's a reference about the person referred to above. Frederik III's support for Martin Luther did not lead to abandonment of the Roman Catholic church during his life, but he is considered by some to have converted to Lutheranism on his deathbed.

Frederick III was a lifelong Roman Catholic, but he might have converted to Lutheranism on his deathbed in 1525 depending on how his receiving of a Protestant communion is viewed.

The elector leaned heavily towards Lutheranism throughout his later years, guaranteeing safety for his subject and Protestant reformer Martin Luther, so that he would not receive the same fate as of Jan Huss and other pre-reformers, after he was tried for heresy and excommunicated by the Pope.

https://en.wikipedia.org/wiki/Frederick_III,_Elector_of_Saxony

George of Pod?brady, King of Bohemia, was the first king in medieval Europe to abandon the Roman Catholic Church and embrace the moderate Hussite faith. On December 23, 1466, he was excommunicated by Pope Paul II.

https://en.m.wikipedia.org/wiki/George_of_Pod%C4%9Bbrady