I've heard back from my source (my 86yo dad), spilling now.
My maternal great grandparents (and grandmother) are/were FOB Danish and settled in New York in 1908. My great uncle, William, was among them.
William was adopted as an infant. The family story is that he was the illegitimate son of a Swedish prince and a Danish princess. My grandparents were connected with the Danish royal court and were asked to adopt him and move to the USA. I don't know what was in it for my Great Grandparents as they definitely weren't rich and lived out their years in a modest farm house on Long Island - perhaps their passage and land/house was paid for by Danish royalty?
William died young of TB in 1929, but not before having a son named... "Royal!"
Here he is in a 1911 photo:
View attachment 1872474
Perhaps a Danish sleuth among us can corroborate rumors or existence of an illegitimate child born to a Danish princess in the early 1900s?