Firstly, Albania is constituted as a republic and recognised as such by the entire world. It therefore has no king, whether that suits Mr Cooke or not. Secondly, the Albanians recently held a referendum in which they clearly rejected reintroducing the monarchy. Thirdly, Mr Zogu's father became King Zog only by overthrowing an elected government, declaring that the republic was a kingdom and putting himself on its throne. Fourthly, Mr Zogu himself has never been king and has never even lived in Albania. Fifthly, diplomatic immunity for the Zogu family would do nothing to alleviate the dreadful suffering of Albanian people in Albania and Kosovo.
Most importantly of all, neither Mr Zogu nor anyone else can claim diplomatic immunity on the sole grounds that his father was once king of somewhere. Nor can one claim immunity, as Mr Cooke appears to believe, on the grounds that one has been kind to Mr Cooke.