There is no document saying so explicitly, but it is implied by King Philippe’s
2015 royal decree. Article 1 of the decree reads (translated):
Article 1. In the public and private acts relating to them, the Princes and the Princesses, children and grandchildren, issuing in direct descendance from the King as well as the Princes and the Princesses, children and grandchildren, issuing in direct descendance from the Crown Prince or the Crown Princess carry the title of Prince or of Princess of Belgium following their forename and, so far as they carry them, their family name and their dynastic title and ahead of the other titles to which their ancestry gives them the right. Their forename is preceded by the predicate His or Her Royal Highness.
King Philippe has communicated that “the other titles to which their ancestry gives them the right” is meant to include the titles “Duke/Duchess of Saxony, Prince/Princess of Saxe-Coburg-Gotha”.
This information was given by the Palace to the genealogical encyclopedia
Le Carnet Mondain.
From a
news report by Martine Dubuisson (translated):
Surprising indeed on finding "Le carnet mondain" in its 2017 edition. All of the members of the royal family born in descent from Leopold I (thus not the wives of the kings, Mathilde and Paola, or the spouses of the princes, Lorenz and Claire), with the exception of the children/grandchild of Astrid and Lorenz, henceforth carry as well the titles of "Duke of Saxony, Prince of Saxe-Coburg-Gotha" or "Duchess of Saxony, Princess of Saxe-Coburg-Gotha".
[...]
[...] the bulky work specifies that "the information concerning the royal family of Belgium is reproduced from that which was communicated to us by the Palace"."
[...]
What does the Royal Palace have to say for it? [...] "The Royal Decree of 2015 confirmed that the members of the royal family bear the titles to which their ancestry gives them the right. This is the case," is its limited response.
In the original French:
Surprise, en effet, en découvrant « Le carnet mondain » dans sa version 2017. Tous les membres de la famille royale issus de la descendance de Léopold Ier (donc pas les épouses de rois, Mathilde et Paola, ou les conjoints de princes, Lorenz et Claire), à l’exception des enfants/petit-enfant d’Astrid et Lorenz, portent désormais aussi les titres de « Duc de Saxe, Prince de Saxe-Cobourg-Gotha » ou « Duchesse de Saxe, princesse de Saxe-Cobourg-Gotha ».
[...]
[...] comme le précise le volumineux ouvrage mondain, que « les informations concernant la famille royale de belgique sont reproduites tellse qu'elles nous sont communiquées par le Palais »."
[...]
Qu’en dit le Palais royal, justement ? [...] « L’arrêté royal de 2015 a confirmé que les membres de la famille royale portent les titres auxquels ils ont droit de part leur ascendance. C’est le cas », se borne-t-il à répondre.