No reason why he shouldn't I suppose, Kendall — after all, the present lot spell Saxe-Coburg-Gotha -- "W-I-N-D-S-O-R". But he will probably need Scottish Parliamentary & Lyon Heraldic authorisation to reign in that name when he ascends the Throne of Caledonia.

I am glad he doesn't claim the English throne also, as I happen to know the rightful holder of that — or at least I did; but I think I heard he had died without issue, so I am not quite sure where we are on that one...