I do find it odd however that his sons opted for the Escorial and not for a French burial of a man they considered to be the King of France.
The last (legitimist) head of the House of France to be buried in France was King Louis XVIII in 1824. Since then they have been buried in Slovenia, Italy, Austria, and Spain. Why start a new tradition now?
The decision about the burial of Jacques Henri's elder son Alphonse (at the Monasterio de las Descalzas Reales in Madrid) seems to have been made by Alphonse's first cousin King Juan Carlos I of Spain. On Alphonse's funerary stone he is styled Royal Highness and Don Alfonso de Borbon. The funerary stone for Alphonse's brother Gonzalve refers to him merely as Don Gonzalo de Borbon y Dampierre. In both cases, however, the funerary stones are decorated with three fleurs-de-lis (undifferenced but not in an heraldic shield).
There is space in the Cathedral of St. Denis next to King Louis XVI and King Louis XVIII, but I think that it might be sometime before it is filled.
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