---- had never occurred to me that he should have some deep

只能用 It 的.

如果你用what 当主语从句的引导词.即,what had never occurred to me是主语,那么它的谓语动词哪去了?你说呢?

希望能够帮助到你,祝你学习愉快!
再问： 那么，如果改成主语从句，怎么改呢？
再答： What had never occurred to me was that he should have some deep personal objection. 谓语动词是was. 整个句子属于： S+V+P，即：主系表结构。