In 1917, the name of the British royal house was changed from the German Saxe-Coburg and Gotha to the English Windsor because of anti-German sentiment in the United Kingdom during the First World War.
That is true.
But non-English monarchs on the English throne were not exactly new then.
After the Normans, there were the Plantagenets, who hailed from Western France, who ruled until 1485, countig the Lancaster and York offshoots.
Then came the Tudors, with Welsh roots, who died out in 1603. Then came the Stuarts, who had been Kings of Scotland before ascending the English throne.
In 1714, Queen Anne, the last Stuart monarch, passed on without issue and left the crown to the House of Hanover, last of whose monarchs was Queen Victoria (1837-1901).
Then came the House of Saxe-Coburg-Gotha, from 1917 on called the House of Windsor, which rules to this day.