Kneuterdijk and Soestdijk palace had an orthodox chapel for Queen Anna Pavlovna. Also her later residence of Rustenburg in the Hague had one (demolished, and replaced by the Peace Palace.
Het Loo has a protestant chapel : https://www.koninklijkhuis.nl/umbrac...ss=local&name=
In The Hague the stadholders (and before them the counts of Holland) used a chapel on the inner court, which was demolished in 1879. The Walloon calvinist congregation already relocated to a new building that was donated by king Louis Napoleon.