As I understand, HM King Olaf V of Norway was born HH Prince Alexander of Denmark. At the time of his birth (1903), he was 6th in the line of succession to the Danish throne, and 12th to the British. Understandably, nobody back then expected him to ever become a reigning monarch anywhere. And certainly he was not to succeed to either of the two thrones to which he had rights. But events and developments would change within just a few years of his birth.
What are other examples of royals who, at some time or other in their lives, had succession rights to three or more thrones? Of course, the new Norwegian heir would lose his Danish royal rights and title; but he would retain his British rights (one does not need to be a member of the royal family of the UK, in order to be a dynast there). Still, it's interesting to note that he was a dynast in three different monarchies, if not simultaneously.
Perhaps members of the Greek royal family would count: after all, they retained their rights to the throne of Denmark. So the male members were dynasts there, as well as Greece. In addition, those descended from the Electress Sophia of Hanover would have at least remote rights to the throne of Great Britain. What this means is that the sons of King Constantine II of the Hellenes would have been triple dynasts. Ditto for the man we know in history as the Duke of Edinburgh, the late prince consort of Her Majesty the British queen.
Can anybody name other examples?
After the accession of James VI of Scotland to the thrones of England and Ireland until the unions of the crowns, anyone who was in the line of succession to one of those thrones was also in line of succession to the other two, so there were many people in succession to three, four, or more thrones.
After 1707 when England and Scotland became a single kingdom of Great Britain, anyone in line of succession was in line for at least two thrones (Great Britain and Ireland).
In Spain, you will have had dynasts who were in line of succession variously between the Two Sicilies, Parma, Tuscany, Sardinia, France, etc.
In the House of Oldenburg, various members had rights to the thrones of Russia, Denmark, Norway, Sweden, etc at overlapping times.