Henry was born in exile at Rome on 6 March 1725 and baptized on the same day by Pope Benedict XIII , 37 years after his grandfather James II and VII lost the throne , and ten years after his father 's failed attempt to regain it . Henry Benedict Maria Clement Thomas Francis Xavier Stuart was born in exile at Rome on 6 March 1725 and baptized on the same day by Pope Benedict XIII , 37 years after his grandfather James II and VII lost the throne , and ten years after his father 's failed attempt to regain it .