Yugoslavia was a nation with royalty? I thought it was a creation of Tito. Before WW1, it was divided between Austria-Hungary and the Turks. After WW1, I think they created a bunch of independent states. Whatever they were between the wars, I doubt the allies set up new monarchies in the wake of WW1. But I don't remember specifically.
After WW I Yugoslavia was created ((Land of the South Slavs), an amalgamation of Serbia, Croatia, Slovenia, Bosnia/Herzegovina, Montenegro & Macedonia. It officially lasted until 2003 (Though in 2003 it was only Serbia & Montenegro.) Serb dominated throughout its existence, when it was a kingdom it used the Serbian royalty. I think its last King was King Peter.
My Dad came from a long line of Serbs. His parents came to America and he was born here. His older brother, my uncle was named Peter after King Peter of Yugoslavia. King Peter actually made a visit to Chicago and talked with the steelworkers and my Dad got to hear him. He was in exile. It made a big impression on my Dad. King Peter told the You are in American now, be Americans.
Bloodlines are the important part.
Yugoslavia was created after WW1 centered on the pre-existing kingdom of Serbia, with the addition of territories annexed from various members of the Central Powers. Tito came to power after leading a successful resistance to the Nazi occupation in ww2.
re Oxenberg sisters
Their mother, the princess, was from Serbian royalty specifically.