The fact was that there was no historical precedence for there being three direct heirs to the throne living, in the UK. As it was, the first four children of the future King George V were all born within the reign of their sovereign great-grandmother.
This is the May 31, 1898 LP. Its referring to any children of the Prince of Wales. Edward was not born a Royal Highness
Children of the eldest son of any Prince of Wales (May 28, 1898)
Victoria by the Grace of God of the United Kingdom of Great Britain and Ireland Queen Defender of the Faith To all to whom these presents shall come, Greeting: Whereas by virtue of Our Letters Patent dated the thirtieth of January one thousand eight hundred and sixty four wherein We declared Our Royal will and pleasure in that behalf the children of the sons of any Sovereign of Great Britain and Ireland are entitled to the style of "Royal Highness" Know Ye that in the exercise of our Royal and undoubted prerogative and of Our especial grace We do hereby declare our further Royal will and pleasure that the children of the eldest son of any Prince of Wales shall have and at all times hold and enjoy the style title or attribute of "Royal Highness" in addition to such titular dignity of Prince or Princess prefixed to their Christian names or other titles of honour if any as they may otherwise possess Our will and pleasure further is that Our Earl Marshal of England or his deputy for the time being do cause these our Letters Patent or the enrolment thereof to be recorded in Our College of Arms to the end that Our officers of Arms and all others may take due notice thereof. In Witness whereof we have caused these Our Letters to be made Patent.. Witness Ourself etc.
(from a copy in the National Archives, LCO 2/2028)
Crown Office, May 31, 1898
The Queen has been pleased by letters patent under the Great Seal, to declare that the children of the eldest son of any Prince of Wales shall have, and at all times hold and enjoy, the style, title, and attribute of "Royal Highness".
I believe he was a Royal Highness from birth, thanks to Letters Patent issued by Queen Victoria. His siblings, however, were only Highnesses until 1898.
What you say about titles and styles is interesting: it seems that much of it was arbitrary and inconsistent. If it came to that, it wasn't clear as to what a queen regnant should be called. Holy Roman Empress Matilda, who should have succeeded her father (King Henry I), was called "Lady of the English."
It wasn't just England and Scotland: in France, too, they used terms such as FILS, PETIT-FILS, FILLE, and ENFANT -- not "Prince(ss)'. When it came to royalty prior to 1500, women were commonly referred to without any titles -- e.g. Matilda of Flanders, Eleanor of Aquitaine, Philippa of Hainault, Isabella of France, Eleanor of Castile, etc.
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