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From the London Gazette Friday 7 February 1840. Link at the bottom.

Whitehall, February 6, 1840.

The Queen has been pleased to declare and
ordain, that His Serene Highness Francis-AJbertAugustus-Charles Emanuel Duke of Suxe, Prince of Saxe Cobourg and Gotha, Knight of the Most Noble Order of the Garter, shall henceforth, upon all occasions whatsoever, be styled and called " His ROYAL HIGHNESS," before his name and such titles as now do, or hereafter may, belong to him: And to command, that the said royal concession and declaration be registered in Her Majesty's College of Arms.
College of Arms, February 7, 1840.

College of Arms, February 7, 1840.

The Queen has been pleased to declare and
ordain, that His Royal Highness Francis-AlbertAugustus-Charles Emanuel Duke of Saxe, Prince of Saxe Cobourg and Gotha, Knight of the Most Noble Order of the Garter, shall, for the future, use and bear the royal arms, differenced with a label of three points argent, the centre point charged with
the cross of St. George, quarterly with the arms of His illustrious House, the royal arms in the first and fourth quarters: And also to command, that the said royal concession and declaration be registered in this College.

https://www.thegazette.co.uk/London/issue/19821/page/1