All children of exiled king D.Miguel made marriages that their condition of daughters of an impoverished dethroned king would hardly make someone imagine:
Infanta D.Maria das Neves, the eldest, married Alfonso de Bourbon, duke of San Jaime, later pretendant to the spanish throne from the carlist line.
Infanta D.Maria Teresa, the second, married non-other that Kaiser Franz-Josef's brother Arch-Duke Karl-Ludwig of Habsburg (despite the diplomatic relations between Vienna and Lisbon where the Braganša Saxe-Coburg-Gotha reigned) and Infanta D.Maria Teresa became the First Lady of the Empire after the murder of Emperess Elisabeth.
Infanta D.Maria JosÚ, the next, married Karl-Theodore, Duke in Bavaria, the Kaiser's brother-in-law and heir to the dukedom in Bavaria after his brother morganatic marriage.
Infanta D. Aldegundes married the extremely wealthy Pr. Henri of Bourbon-Parma count of Bardi.
Infanta D.Maria Ana married the future Grand-Duke of Luxembourg Guillaume IV.
Infanta D.Maria Antonia married Robert duke of Parma, and linked again with the Imperial House of Austria when her daughter Zita married ADk Karl, the heir of the Empire.
Their only brother, D.Miguel (II), married, first, the niece of the Imperial couple Elisabeth and Franz Josef, Elisabeth Pss. of Thurn und Taxis.
When he became a widower, he proposed to Franz Josef's youngest daughter ADss Valerie. The Emperor did not oppose but the ADss preferred to marry her cousin Franz Salvator of the Tuscany branch.
Sure they do: that's why I mentioned the example of Prince Felix of Bourbon-Parma. Normally, a prince does not find it any easier to uproot himself from his native land to marry a foreign princess. But like I said, if he is already an exiled member of a deposed dynasty, it's not that big a deal: he has to live in a foreign country, anyway.
That was precisely the case with the two eldest sons of Prince Alfonso, Count of Caserta, who in 1894 succeeded his older half-brother (King Francesco II) as head of the royal house of Bourbon-Two Sicilies. The eldest (Prince Ferdinando Pio, Duke of Calabria) would eventually succeed his father as the last undisputed head of the house.
The second oldest, as everyone knows, wreaked havoc upon the Sicilian succession by renouncing (for himself and his descendants) the claim to headship of the defunct throne, by marrying the elder daughter of King Alfonso XII of Spain. Insofar as either was obligated to renounce any rights, so as to prevent a union of two crowns for their descendants, it certainly seemed to make more sense for him to do so, since he belonged to a non-reigning dynasty.
Unlike his wife, who was heiress presumptive to her younger brother in an (admittedly shaky and unstable) royal house, still reigning today. The debate over the validity of the renunciation rages today, remaining unresolved. Matters haven't helped with a controversial move by one of the rival claimants to change the succession law in the deposed house, to permit his elder daughter to inherit the claim.
Everybody -- and I suspect this might even be said of the rival factions within the royal house of Bourbon-Two Sicilies, over the years -- wishes to God that Prince Ruggero, Duke of Noto (only son of the titular King Ferdinando III) had lived to marry a royal princess and father multiple sons. For in that scenario, no dispute would have erupted in 1960.
It would have been nice if his father could have been given a Bavarian royal title, as a long-term resident in his mother's native land. After all, his uncle Carlo was created into an Infante of Spain, upon his marriage in 1900 to Infanta Maria de las Mercedes. But of course, this is not the German way (there would have been no precedence for such a thing -- i.e. creating a foreign prince into a prince of Bavaria). It is worlds different from the Spanish way.
Do men count? Franz Ferdinand, Duke of Hohenberg a morganatic grandson of Archduke Franz Ferdinand of Austria married Princess Elizabeth of Luxembourg the daughter of Grand Duchess Charlotte of Luxembourg and her Husband Prince Felix of Bourbon-Parma