There were actually two Prince Arthur’s, who were direct heirs. The older brother of Henry VIII, and then there was Arthur of Brittany, the son of Geoffrey II, Duke of Brittany. He was considered to be the heir of King Richard I, (who had no offspring) after his father died. Unfortunately, that’s when the infamous Prince John stepped in, and there was a rebellion (some factions supporting John, some supporting Arthur), and Arthur then mysteriously disappeared. It’s pretty much assumed that John had him killed.
(Queen Victoria also had a son named Arthur – the Duke of Connaught. He was probably her favorite son. THAT Arthur was named after the Duke of Wellington, though)
Queen Victoria’s own name was actually considered to be rather short, but her uncle, the Prince Regent, forbade her parents from using several of the names they chose (Georgina, Elizabeth, Charlotte, etc) and would only allow Alexandrina, after the Tsar, and Victoria, after her own mother. As a child she went as “Drina”.
George V actually had an older brother who died when he was only 28. His name was Albert Victor Christian Edward and he was called “Eddy”. He was actually originally engaged to Queen Mary (well, before she became Queen, of course!), but then he died before they could marry. So she married George.
(There was a precedent here, in that the Tsarina Maria, George’s aunt, had originally been engaged to the Tsar’s older brother, Tsarevich Nicholas, but he died before they could marry, so she ended up marrying his brother, who would become Tsar Alexander III)
And when you married into the RUSSIAN royal family, you had to convert to Orthodoxy, and generally changed your name completely. The previously mentioned Tsarina was born Marie Sophie Fredrica Dagmar, was known as Princess Dagmar. When SHE converted to Orthodoxy, she became Maria Feodorvna. She was always called “Minnie”
Whew!