Prince Alfred's children were confirmed in the Lutheran church, not Anglican.
All of the Children of Princess Helena and Prince Christian were all baptized in the private chapel at Windsor Castle. I believe it's safe to say they were baptized Anglican.
In 1806, the Landgraviate of Hesse-Darmstadt seceded from the Holy Roman Empire and joined Napoleon's new Confederation of the Rhine. It was elevated to the Grand Duchy of Hesse and by Rhine. The name was changed to differentiate it from Electoral Hesse, which used to be the Landgraviate of Hesse-Cassel.
I believe that seven of the nine children of Queen Victoria married Lutherans. All her grandchildren through sons would have been brought up as Anglicans, however. As for her other grandchildren: since her two eldest daughters both left the UK and settled in Germany, their children would have been brought up as Lutherans.
But what of the children of her younger daughters, who stayed home? Princess Louise had a childless marriage to the Duke of Argyll; but both Princesses Helena and Beatrice had children with their German-born husbands.
I've read that the Battenberg grandchildren were baptized as Anglicans -- Princess Ena alone eventually leaving the Church of England for the Roman Catholic Church, in order to marry King Alfonso XIII of Spain.
So that leaves open one question: were Helena's children brought up as Anglicans, like the Battenberg children, or Lutherans, like the future Kaiser Wilhelm II of Germany and Grand Duke Ernst of Hesse-Darmstadt?
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