Schleswig-Holstein-Sonderburg-Glucksburg.
The name Saxe-Coburg-Gotha came to the British Royal Family in 1840 with the marriage of Queen Victoria to Prince Albert, son of Ernst, Duke of Saxe-Coburg & Gotha. Queen Victoria herself remained a member of the House of Hanover.
The only British monarch of the House of Saxe-Coburg-Gotha was King Edward VII, who reigned for nine years at the beginning of the modern age in the early years of the twentieth century.
King George V replaced the German-sounding title with that of Windsor during the First World War
Reminds me of a scene from Black Adder.