The bodies of Prince Ernst Leopold, 61, and Princess Sabine Margarethe, 55, were discovered on Friday in their white Mercedes in front of a chalet restaurant in the resort of Bad Wiessee, in southern Germany. They had apparently jammed hunting rifles between their knees, pushed the barrels into their mouths and pulled the triggers simultaneously some time on Thursday night.
The bodies were discovered several hours later when a farmer, irritated by someone else parking in his place at his favourite restaurant, walked up to the car to take a closer look. All he could see was two blood-stained corpses slumped on the seats, the rifles still pointing upwards.
The Prince, also bearer of the title Duke of Saxony, was the great-grandson of Albert, who married Queen Victoria in 1840. Like the English branch, the original House of Saxe-Coburg-Gotha has been plagued by marital problems of late. Sabine Margarethe, a gregarious journalist, was the Prince's third wife, but the two were evidently devoted to each other.
The couple enjoyed a lavish life. They loved music and theatre, and were the magnet of what little upper-class social life was to be found in their modest environment. The Prince, father of four grown-up children, was honorary president of the local music society, while the Princess was founder of the first Lions Club in Chemnitz, the town at the centre of the ancestral lands which was renamed Karl Marx Stadt under the Communist regime in East Germany.
The rumour within the family was that the couple were living beyond their means and fast running out of cash. Financial problems stem back to 1932, when, against the family's wishes, Ernst Leopold's father, Johann Leopold of Saxony, married a commoner and was forced to renounce his claim on the House of Saxe-Coburg-Gotha. Unable to retrieve the funds lost by his father, and suffering a string of business failures, Ernst Leopold had become severely depressed.
Was this why they had decided to end their lives, to forestall the ignominy of a middle-class existence? The police seem to think so, but cousin Prince Andreas believes it unlikely: "Ernst Leopold was a strong character, who would not kill himself simply because of a shortage of money. There had to be another reason."
In something of a cameo of modern European royalty's fate, the family has been blighted by misfortune throughout the 20th century. Leopold Ernst's grandfather, Charles, was stripped of the British dukedom of Albany in 1917, when Britain's wartime royal house changed its name to Windsor. The Saxe-Coburg-Gotha title was thought particularly unfortunate, given that Gotha was the make of a German warplane. At the end of the Second World War the American occupation forces interned Charles for his Nazi sympathies.
But according to Harold Brooks-Baker, of Burke's Peerage, Ernst Leopold's financial difficulties are more common among European royalty than is often assumed.
"He and his wife weren't the only ones with great money problems. Even if he'd been able to inherit from the House of Saxe-Coburg-Gotha, it was only a moderately rich family. In many royal circles, it would be considered poor. It's no surprise that some European royals have started marrying heiresses."
The Prince had been a farmer, sold insurance and dabbled in property before moving east to Saxony following German unification. But his property development company failed to prosper there. As well as trying to retrieve the inheritance lost by his father's ill-advised marriage, he had battled, unsuccessfully, to reclaim the British title Duke of Albany.
"Certainly, that title would have helped lend weight to his stature in business. It would have made him, after all, a British prince," says Mr Brooks-Baker. "It is one of the great injustices of modern times that the British royal family has not done enough to help its continental cousins. There are a great number of royal lines related to the Queen which are now impoverished.If George V hadn't been so scared of being thought a German, and losing his own crown, this wouldn't be happening now."
Buckingham Palace made no comment yesterday on the suicides, save to say that the Prince and Princess were not close to any members of the royal family.
Suicide in the Germanic royal households has a tradition which long pre- dates the creation of the House of Windsor. The latest tragedy comes almost exactly 100 years after the death of Crown Prince Rupert, heir to the Hapsburg empire, who shot himself and his 17-year-old lover in a hunting lodge in Mayerling, Austria.