I remember watching the movies Elizabeth and Elizabeth: The Golden Age last year, and I decided to spend a whole afternoon learning about the English/British and Spanish monarchies. (I already knew a fair bit about the English/British monarchy from school, but still I managed to learn a lot online – from Wikipedia, admittedly.)
In English, the names of Spanish monarchs seem to be Anglicised up until the early 19th century, around the time of the Napoleonic Wars: for example, Philip II rather than Felipe II, and Charles II rather than Carlos II, right up to Ferdinand VII (cf. Fernando in Spanish). After that, the Spanish names are used: Queen Isabel II rather than Elizabeth II, up to the current King Felipe VI. Not sure why this is.
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It is easy to go down into Hell;
Night and day, the gates of dark Death stand wide;
But to climb back again, to retrace one's steps to the upper air –
There's the rub, the task.
– Virgil, The Aeneid (Book VI)