In the Netherlands there was no option for it. In the Netherlands anyone celebrating a religious wedding before the couple has legally wed in a civil ceremony is acting outside the law and can be brought to trial or fined for it.
The Dutch constitution does not allow for morganatic marriages either. Since 1748 when the hereditary stadholderate was (re-)introduced for all the provinces of the Republic the only stipulation is that heirs need to marry with consent of the Estates General.
The marriages of Friso, Pieter-Christiaan and Floris are legal. Not that it would make any difference for their children. Even if Friso had not married Mabel and remained in line of succession their children would have had the same legal status (Dutch law does not make a difference between children born in or outside wedlock).
It would have been interesting to see how constitutional experts would have handled their place in line of succession. Any child recognised by the father is legitimate in the eyes of the law. Children can even force their father to recognise the child as his (example Hugo son of the Duke of Parma). Any child a woman bears is her legitimate offspring no matter if she is married or not. The constitutional articles around the marriages of the king and those in line of succession are still from a time that things were different and children born outside a marriage were not legitimate and women would not even dare to give birth unwed. Though princess Marianne of the Netherlands did so. She responded to her husband's extra marital affairs with finding love outside the marriage as well. When that resulted in a pregnancy the Prussian and Dutch courts rushed through a formal divorce and as her lover was still married she could not marry the father of her son. The boy died young but his parents stayed together for the rest of their life even though they never married. He wife refused to divorce and as a commoner such a marriage would not have been acceptable to the Estates-General.
Willem I was HM the King (of the Netherlands) and the Grand Duke of Luxembourg until his abdication. After the abdication he went by the style and title of HM King Willem Frederik, count of Nassau.
So he retained the title of King but no regnal number was used and the title count of Nassau was added to provide his second wife with a title. She could not be styled HM Queen Henriette so became the Countess of Nassau.
It's interesting how you pointed out examples of marriages which were illegal precisely because they were celebrated only religiously: I had not thought of King Leopold II using that as a loophole to Belgian law. I'm not sure about the second wife of King Willem I of the Netherlands, whom he married after abdicating the throne: unlike Queen Wilhelmina later on, he never adopted a lower title (e.g. Prince).
The late Prince Johan Friso also presents an unusual case, insofar as his marriage to Mabel Wisse-Smit was both legal and canonical, as he married in both civil and religious wedding ceremonies. But because he didn't receive parliamentary consent, the union is not dynastic. Still, nobody questions the legitimacy of his two daughters.
The children of Prince Augustus of Great Britain, Duke of Sussex (sixth son of King George III) were born to a religious marriage, insofar as their parents (their mother was Lady Augusta Murray) underwent a Church of England ceremony. But as the union was contracted in contravention to the 1772 Royal Marriages Act, they were deemed bastards for the purpose of succession. In fact, a strict interpretation of the law would have it that there was no legal marriage, period -- notwithstanding the fact that in the UK (as in Scandinavia and America), the clergy are authorized to perform marriages (civil ceremonies are not required by law).
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