The presumptuousness of some English speakers always astounds me
Why should a Spanish speaking person use an English translation to their name? They are Spanish. They speak Spanish. Their name is Spanish.
Or even if they are raised in an English speaking country, they should be referred to as by the name they are given at birth. Unless THEY choose to be referred by a different form.
You suggest we have:
King Philip of Spain and his daughters Eleanor All Saints and Sophia all saints
King Philip and Queen Maude of Belgium with heir Elizabeth
Queen Margaret and Prince Henry of Denmark, with grandchildren Nicholas, Henry, Elizabeth (Isabella)
GD Henry and Mary Theresa of Luxembourg with their children William, Lewis, and granddaughter Amelia
King Charles Gustav and Queen Sylvia with son Charles Philip, daughter Madelyn/Magdalene, grandchildren Eleanor, Nicholas,
King Harald and Queen Sonya
King William-Alexander and heir Catherine-Amelia