They stood triumphant on the Buckingham Palace balcony, victors in the long battle that had decimated Europe. The King and Queen, together with Princess Elizabeth and Princess Margaret - a family drawn even closer by the conflict - looked happy and glorious.

But other family members could not share their jubilation that day. One of their number had been booted unceremoniously out of the country at the outbreak of war, and another had been deported and kept under house arrest.

Queen Victoria Eugenie of Spain was British through and through. The last grand-daughter of Queen Victoria, she was born at Balmoral and spent her teenage years growing up in Kensington Palace.

Her teenage marriage to Spain's King Alfonso, alas, had been a tragic mistake and she'd returned to London after bearing him seven children.

One day in the summer of 1939 she was visited by the Foreign Secretary, Anthony Eden, and told to leave the country. There wasn't a thing her close royal relations could do to save her, he said.

The Oxford-educated Prince Paul, the Regent of Yugoslavia, was the brother-in-law of the Duke of Kent. At his Belgrade wedding King George VI, then the Duke of York, had been his best man.

Yet when war was declared, Prince Paul was labelled a 'traitor' by premier Winston Churchill and bundled off with his family to a run-down house in Africa. So bleak were his surroundings he contemplated suicide.

When VE Day came, these two royals were not on the Palace balcony, nor even in Britain. Without any real justification they'd been exiled so that politicians, and even the Royal Family, could save face. Their royal status was gone for ever.

Queen Victoria Eugenie - known always as Queen Ena - was engaged at 18 to the Spanish King Alfonso, two years her senior, after a whirlwind romance. She struggled to learn her husband's language and had to face public disapproval back home for her decision to convert to Roman Catholicism.

To start with, the marriage was a success, and Ena bore her husband seven children. Tragically for her she carried the 'royal' strain of haemophilia, inherited through her grandmother Queen Victoria, which affected the children's health. This eventually led to a breach between her and King Alfonso and she returned to live in Britain.

In the weeks leading up to the outbreak of war in 1939, she received a visit from the Foreign Secretary, Anthony Eden, who said he could not guarantee her safety should hostilities break out.

That wasn't true at all - Eden simply didn't trust her. He thought that Ena might pass secrets back to her estranged husband - secrets gathered at the many high-society parties she attended in London in the pre-war era.

She must pack her bags and leave.

'She was torn with conflicting emotions,' wrote her biographer Gerard Noel. 'She would miss her friends, her visits to Balmoral where she'd spent her childhood, and all the calm pleasures of English life.

'Most of all she would miss her mother' - Princess Beatrice, now living at Kensington Palace, aged 82, was no longer in good health.

Desperate to find somewhere safe to live, Ena ended up as the house guest of a childhood friend, Mary Latta, daughter of a Scottish shipping magnate who'd married the Lausanne-based Marquis of Cramayel. There in neutral Switzerland she sat out the war, writing imploring letters to Queen Mary, mother of the King, in the hope one day of being forgiven for a sin she hadn't committed.

She never came home. After peace was declared she expected to return to London but was warned she'd be heavily taxed. Her house near Kensington Palace had been firebombed and so she abandoned it and, with the help of an inheritance, moved back to Switzerland.

In August 1939, just before her ignominious flight from London, King George had written to her: 'I hope you will not be away long and that perhaps a visit to Balmoral will still be possible.'

But she never saw her childhood home again.

Prince Paul of Yugoslavia was an out-and-out Anglophile. He wore Savile Row suits and spoke with a cut-glass English accent. Sent to Oxford University at the age of 18, he became an 'honorary Englishman', and was best friends with the Duke of Kent, brother of King Edward VIII and King George VI. George was his best man when Paul married the sister of Kent's wife, Princess Marina in Belgrade, and was always a welcome guest at Buckingham Palace.

When Paul's cousin King Alexander of Yugoslavia was assassinated in Marseille in 1934, he became Regent - effectively, the country's king. As Hitler rose to power, the prince determinedly steered his country on a neutral course, favouring the Allied cause but recognising that with Yugoslavia's limited military power it was vulnerable to invasion should war break out.

That did not suit the bellicose Winston Churchill, who ignored the threat and expected Paul to be the first to fall on his sword if war was declared. He labelled the prince 'a traitor and a war criminal' which, historians agree, he most certainly was not.

A clandestine British-inspired coup in March 1941 saw Paul ousted from power - though strategically this was an own-goal for Britain, because German and Italian forces invaded the country anyway, just days later.

For the remainder of the war Prince Paul was kept, with his family, under house arrest by the British in Kenya in the former home of the recently-murdered Lord Erroll, of 'White Mischief' fame. In Britain, information leaked to newspapers by government officials suggested he was a Nazi sympathiser. He wasn't, but it drove him to contemplate suicide.

Paul's nephew Peter was pronounced king of Yugoslavia in his place, and historians believe that, his Regent duties completed, he would have returned to London and the royal circle.

Instead, he spent VE Day in South Africa, where he'd been forwarded by the British, and it wasn't until 1949 that he was permitted to return to Europe. Stung and angry by the way he'd been treated - he'd even been made to pay British income tax while under house arrest - he chose to spend his remaining days in France and Italy.

There can be no doubt that, though he was sovereign of Great Britain and a powerful figure in the land, King George VI had no say in the decision to banish his beloved family members.

'At all times he adhered to the rule that he must serve his country,' wrote the historian Kenneth Rose, 'and if his politicians decreed that family members were a threat to the state, no matter his own feelings, he must take their advice.

'It must have broken his heart to betray the people he loved, his family, but he had no choice. He was king, but he was not in charge.'