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King Edward VIII of Great Britain
User logged in as JanEl
Actually, most abdicated kings have retained their titles: the only exception I can think of is the British king in 1936. In his case, it was precisely in anticipation of his marriage to Wallis Warfield Simpson, who under English common law would have been styled as Queen, had he remained King -- even if he was no longer enthroned. He thought that it would be best for him to adopt a more modest title, the Duke of Windsor, to ensure that his future wife shared his title.
She did indeed become the Duchess of Windsor: it's just that she was denied the qualification of Royal Highness. Once again, according to English common law, she should have had this: as it was, it took the Letters Patent of 1937 (pushed for by the new Queen Elizabeth) to DENY her that honor.
Surprisingly the only abdicated Dutch monarch to retain the style of Majesty and King was King Willem I who became HM King Willem Frederik of the Netherlands once he signed the act of abdication in 1840. His son became HM the King and his daughter in law became HM the Queen.
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