The Maharaja and Maharani of Baroda.
"One unexpected hazard in giving a party concerns the tangled question of etiquette. I had known Sita Devi, Maharani of Baroda for many years and so, naturally, I sent her an invitation to my party. I received a message back to say that the Maharani could not accept this invitation unless she was addressed as 'Her Royal Highness'. I was not convinced that she was a Royal Highness, so I rang the Duke of Windsor, and asked his opinion. 'She is most certainly not a Royal Highness. She is not even entitled to be adressed as Her Highness', was his reply. So I held to my position and the Maharani did not attend the ball..."