The music that plays during the montage showing Prince Edward, Wallis, Margaret and Peter is "Liebestod" (literally 'love death') from Wagner's 'Tristan und Isolde', an opera based on a medieval story about tragic, doomed love.
Philip's concerns over his position, and his ability to pass his name on to his children, has echoes of the problems Prince Albert faced when he married Queen Victoria. Albert, unlike Philip, kept his title from his native Germany. Albert did succeed in giving his family's name to his offspring as the royal house changed from Hanover to Saxe-Coburg when Victoria died. But he still struggled with being a man subservient to a woman. Victoria and Elizabeth II were the only queens regnant who produced heirs and were married to husbands that were not titled as kings; Queen Mary I was married to the King of Spain, while Queen Mary II was co-monarch with her husband William of Orange. As such, neither of their husbands faced the problems of Phillip and Albert. Also, Queen Anne was married to a Danish prince who was never a king, but their only child who survived infancy predeceased them.
Alex Jennings (Duke of Windsor) also played his great-nephew King Charles III in The Queen (2006). Additionally, he played his great-great-uncle Leopold I of Belgium in Victoria (2016).
This episode demonstrates the close ties between the royal family and German ducal houses even before Prince Philip married into the family. Queen Mary was born Mary of Teck and is seen here speaking fluent German to Ernst August of Hanover, the same Hanover from whence came the Hanovarian monarchs George I, George II, George III, George IV, William IV, and Victoria. The royal family then became the House of Saxe-Coburg and Gotha during the reign of Edward VII before George V would change the name to the House of Windsor in 1917 in the midst of the First World War. King Charles III is one of the first kings of England, Great Britain, or the United Kingdom to succeed a regnal Queen and maintain the name of the royal house due to the proclamation Queen Elizabeth II made as seen in this episode.