Princess Alice gave up her titles of Princess of Saxe-Coburg and Gotha and Duchess of Saxony , but her brother Charles Edward , Duke of Saxe-Coburg and Gotha , who held a commission in the German Army , did not and was stripped of his British titles instead . Princess Alice relinquished her titles of Princess of Saxe-Coburg and Gotha and Duchess of Saxony , whilst her brother Charles Edward , Duke of Saxe-Coburg and Gotha , who held a commission in the German Army , was stripped of his British titles .