After WWI Albert I stopped the use of the German titles, but when Leopold III married Lilian Baels he made clear that those titles still were his and as such transferred to his wife and their children. That is also why Lilian was HRH princess Lilian of Belgium because her husband was HM Leopold III, the King of the Belgians, Prince of Belgium (prince of Saxe-Coburg-Gotha and Duke of Saxony).
Boudewijn, Albert II and Philippe have never used their Coburg titles even though it is common to speak of the Coburgs when talking about the Royal House. I expect we might see the Coburg and Saxony titles come back in use for the male line offspring of prince Laurent and in future princes Gabriel and Emanuel. Reserving the HRH prince(ss) of Belgium only for Elizabeth's offspring and they might even add that this particular title only transfers to children from a consented marriage. In that scenario the children of princess Astrid and those of Laurent would loose their style of HRH prince(ss) of Belgium and also the 3 new members of the family would loose that style.
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