King D.Manuel II of Portugal resided in exile in Twikenham in the UK
Kaiser Franz Josef, although recognizing the Braganša-Saxe-Coburg dynasty, turned a blind eye to the exiled court of King D.Miguel and his son.
Louis Philippe and Napoleon III fled to exile in the UK.
Alfonso XIII of Spain fled to the kingdom of Italy.
Deposed Ferdinand I of Bulgaria returned to his native Coburg (like Otto of Greece)
Simeon of Bulgaria took refuge in the kingdom og Egypt before leaving to Spain.
Wilhelm II of Germany fled to the Netherlands
During WW2, several monarchs fled to the UK, Wilhelmina of the NL, Haakon VII, f.i.
I know that this is what happens to deposed dynasties: set up courts in foreign countries. The situation must be interesting and awkward when the country of exile still has a reigning monarchy of its own; but I believe that King Constantine II of the Hellenes has been residing in the UK since being deposed.
Bavaria witnessed this, after King Otto (the sole sovereign of the same Greece in the house of Wittelsbach) got deposed, 1862: he and his queen, Amelia, set up a foreign royal court in his native country. It has been said that the couple spoke only Greek at certain hours of his day; and his last words, while on his deathbed, were in that language.
In the 20th century, Prince Ferdinando Pio, Duke of Calabria -- the last undisputed head of the royal house of Bourbon-Two Sicilies -- operated a quasi royal court in his wife's native land of Bavaria. He was to serve as its head (the titular King Ferdinando III) for a quarter of a century, after the death in 1934 of his father, Prince Alfonso, Count of Caserta -- who had operated as head of the house in Cannes, France.
What are some other notable examples, in recent centuries, of seats of foreign royal courts, where heads of deposed dynasties functioned like sovereigns in exile?