The family name of the British royal family is Saxe-Coburg-Gotha, after Queen Victoria’s husband Albert. Victoria was a Hanover. The family began calling themselves Windsor during the First World War because it sounds less German.
Again, not the case.
The family name of Queen Elizabeth, is that of the House of Guelph.
Saxe-Coburg-Gotha is a cadet branch of the house of Guelph-Este.