By the time Kyrill maried Victoria Melita she was a princess of Coburg-Gotha as well and as such the daughter of a German Duke (or more precisely the daughter of a former ruling German duke as her father had died by the time they married). So she was the granddaughter of Queen Victoria but her closest reigning ancestor was her father who was a German Duke. Hence she was German rather than British. (Considering that her paternal grandfather was a prince of Coburg himself and her paternal grandmother a princess of Hannover 3 of her 4 grandparents were actually Germans).
Interesting that you class Queen Victoria as German rather than British!
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