Prior to the 18th Century and the arrival of the Hannovers. Royal titles here were all over the place. There was no conformity and royal styles were all over the place. My personal opinion regarding how Anne was styled after her marriage is that she took her husband's title and it was as Princess of Denmark, but again that would mean nothing in 17th Century Britain. The thing here, is not to use the modern way of thinking at all and go with the flow in regards to British Royal Styles and Titles prior to 18th Century. You will only give yourself a headache