So that is why i used the Canadian example HM is style HM the Queen of the United Kingdom and Northern Ireland as well as Queen of Canada. So were Willem I, II and III all styled as HM the King of the Netherlands, Grand Duke of Luxembourg and their wives where HM the Queen of the Netherlands, Grand Duchess of Luxembourg. All other members of the Royal family were however never styled as prince or princess of Luxembourg. The heir was styled HRH the Prince of Orange like the Prince of Wales in Canada and other members of the family were styled HRH prince(ss) [firstname] as was the case with the late princess Margaret, princess Anne before she was appointed Princess Royal, prince Andrew before he became duke of York and prince Edward before he became earl of Wessex.
My point is there is clearly a Canadian Royal Family (and therefore princes of Canada) even if the style isn’t explicitly used, it is implicit that the title exists.
Whether or not this is the same for the Netherlands-Luxembourg I don’t know but Canada should not be used as an example of a country where there is a monarch but no other members of a royal family. I’m inclined to believe they had the title prince of Luxembourg even if it did not figure into their style.
Titles and styles are, of course, separate things.
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