I ask this because of a biopic I once watched about King Ludwig II of Bavaria. In it, his uncle Luitpold actually addressed him by his first name -- even right after his nephew's accession to the throne. His oldest brother, King Maximilian II (father of Kings Ludwig II and Otto), had just died. Yet, he said "You can count on me, Ludwig; I will always stand by you during these darkest hours, just as I promised by deceased brother."
His mother, the new dowager queen (born Princess Marie of Prussia) also addressed him by his first name. Later on his sweetheart and kinswoman, Duchess Sophie Charlotte in Bavaria (youngest and favorite sister of Empress Elisabeth of Austria), mindful of committing any faux pas, asked "Do I have to call you Your Majesty, now, or can I still call you Ludwig?"