Curzon was a hardliner's hardliner, in many ways. I'd expect him to be his own Foreign Secretary. Oddly, you might see more reform in the Empire- not that Curzon was any friend to Indian nationalists, but he absolutely believed that Britain's strength rested upon stable possessions in Asia. So administrative reform would be possible- and conceivably more of an attempt to beef up the Princely States as an alternative to nationalist energies.
Much will depend on who his leader in the House of Commons is, because Curzon will be stuck in the Lords. I'd expect a much harsher response to the General Strike.
His son in law is Moseley, of course, so that would be fun for a writer to play with.