I go back to my original point. You don't have to like the name, you don't have to like anything. You do however, have to get over it and accept that this is what two people you don't know and will never know, have chosen to name their child. Like I said, I wasn't fond of the name Vincent for the first of Frederik and Mary's twins, but since I'm not Danish, and not related to them either through marriage or blood, nor do I even live there, what they named their child has no effect on me, whether I like the name or not.
In other words, I got over it moved on. He's not going to be King, that's his brother Christian's future responsibility, but he's still a Prince of Denmark and represents not just his family, but his country. Vincent doesn't sound particularly Danish, neither does Josephine or Isabella. However, that's what they named their children, and our opinion doesn't really matter.
Estelle is the name of the future Queen of Sweden. That's all there is to it.