Prince Hendrik was a born duke of Mecklenburg-Schwerin, his father Grandduke Frederik-Franz II was through his father a grandson of Grandduchess Elena Pavlovna another daughter of Paul and Maria.
Hendrik's paternal grandmother Alexandrine was a Prussian princess and sister of Charlotte of Prussia who became the wife of Nicholas I of Russia.
Up until Queen Wilhelmina all Dutch sovereigns married equal and into old reigning dynasties. No Bernadotte, Leuchtenberg, Battenberg or Teck-marriages for them.
Emma and Wilhelmina considered the marriage of Wilhelmina's first cousin Pauline of Wurtemberg to Wilhelm of Wied (son of HRH Princess Marie of the Netherlands) as not equal. That was also why neither of them ever seriously considered any of the brothers of Queen Mary as a potential spouse. Something another cousin, Alice of Albany, felt slighted about and she in turn took revenge in her book by not being flattering about Wilhelmina's husband Hendrik.
WA's Parma-cousins have interesting royal lines too.
Through their father they descent from Charles X as well as from Louis XV and Louis XIV in multiple lines. They also descent from the Bourbon-Busset line and have through their mother connections to most Protestant dynasties.