The children born to the second marriage of Queen Maria II of Portugal (and male-line descendants), for instance, were all styled as Infante/Infanta of Portugal, Prince(ss) of Coburg, and Duke/Duchess of Saxony, with the qualification of Royal Highness.
By this same logic, the children of her British counterpart, Victoria, should also have been princes and princesses of Coburg, as well as dukes and duchess of Saxony. However, I don't believe any was styled such -- excepting, of course, her second son (the Duke of Edinburgh who succeeded his uncle as the reigning duke of Saxe-Coburg and Gotha).
In the next generation, only his children were styled with the German title -- and, of course, his unfortunate nephew Charles, the Duke of Albany who reluctantly accepted the throne after the death in 1900 of his uncle. And in the next generation, his own children (e.g. Sybilla, mother of the present Swedish king).
Regardless of how descendants of Franz chose to style themselves, it goes without saying that the qualification of HRH applied to all who belonged to the Belgian, British, and Portuguese royal families. As for Bulgaria: the country was originally a principality, and only later became a kingdom; so the titles and styles of the future Tsar Ferdinand are extremely confusing. It seems that he started off as a Highness, then became a Serene Highness, then a Royal Highness, then finally Majesty.
My question is: just what qualifying rank did the house of Saxe-Coburg and Gotha originally belong to, anyway, regardless of the foreign thrones that members came to occupy? I read somewhere that in 1881, Prince August (second son of Prince Ferdinand and Countess Maria Antonia Koháry) and his descendants were bestowed with the qualification of Highness by Emperor Franz Joseph of Austria-Hungary. The reason was that his eldest son, Prince Philipp of Saxe-Coburg and Gotha, was married to Princess Louise of Belgium, whose sister Stephanie married in that year the emperor's only son and heir, Crown Prince Rudolf.
His wife (Princess Clémentine of Orléans), of course, was already a Royal Highness. And his two daughters (Clotilde and Amalie) had already become elevated in their qualifying ranks through marriage. I don't know if his second son (Prince Ludwig August), who married Princess Leopoldina of Brazil, was ever given a Brazilian royal title or was already elevated to a higher rank, prior to Emperor Franz Joseph's decree.
Does this mean that members of the house of Saxe-Coburg and Gotha were originally only Serene Highnesses until 1881? It's hard to say, because Princess Sybilla (who descended from another line, not that of August) was born a Highness (in 1908). But then, it was probably because she was a dynastic male-line great-granddaughter of Queen Victoria of Great Britain: she was, in fact, born a princess of the United Kingdom. It's just that she got stripped of her British title later on, through the 1917 Letters Patent issued by King George V, who decreed that only children and grandchildren through sons of a monarch can style themselves as princes and princesses of the UK, with the qualification of Royal Highness. His Majesty stripped not only his Coburg cousins but also, his Hanover cousins of their British royal titles. In addition, he made his Teck and Battenberg cousins trade away their German morganaut titles for British peerages.
Elsewhere, one has a similar situation with the princely house of Hohenzollern-Sigmaringen: normally, they would be only Serene Highnesses; but in Romania, they have been Royal Highnesses. The opposite is true of the grand ducal family of Luxembourg: originally, non-reigning members had the qualifying rank of only Grand Ducal Highness. But male-line descendants of the Grand Duchess Charlotte and her consort, born Prince Felix of Bourbon-Parma, have been Royal Highnesses.
Of course, some of Charlotte's sisters "married up": Princess Antonia got elevated to HRH after marrying, in 1921, Crown Prince Rupprecht of Bavaria. Princess Sophie likewise got elevated to HRH after marrying, in that same year, Prince Ernst Heinrich of Saxony.
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