History
Edward had abdicated on 11 December 1936, so that he could marry the American divorcée Wallis Simpson, whom upon their marriage became The Duchess of Windsor.
At the time of the abdication, there was controversy as to how the ex-King should be titled: other possibilities were the Dukedoms of Cambridge or Connaught. Neither was likely, because the Marquessate of Cambridge and the Dukedom of Connaught were both extant at the time. One of George III's younger sons had borne the title Duke of Sussex, but for unknown reasons that specific title has never been resurrected and no consideration was given to conferring it upon the abdicated king in 1936. Although the Duke of Connaught was also Earl of Sussex, that title was not in active use as his heir Prince Arthur of Connaught carried the titles. One theory is that the new King George VI brought up the idea of a title just after the abdication instrument was signed, and suggested using "the family name".
Neither the Instrument of Abdication signed by Edward VIII on 10 December 1936, nor the enabling legislation entitled Abdication Act of 11 December 1936, indicated whether the king was renouncing the privileges of royal birth as well as relinquishing the throne.
At his Accession Council on 12 December 1936, moreover, King George VI announced, in the allocution usually given by the monarch just before taking the oath relating to the security of the Church of Scotland, that he would create his brother Duke of Windsor, and that he wished him to be known as His Royal Highness the Duke of Windsor. That declaration is recorded in the London Gazette.
Read more about this topic: Duke Of Windsor
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