This was done by two agreements, a public treaty, executed between Spain and the United Kingdom in London on 7 May 1906, and a private contractual arrangement. There were qualms about Ena being required to convert to Catholicism but it was agreed that, because her mother Princess Beatrice had technically married Prince Henry before his naturalisation as British had been completed, there was no requirement for permission from The King as the provision in the Royal Marriages Act which excludes daughters marrying into "foreign families" excluded Ena.
King Edward VII did issue a Royal Warrant and an entry was made in the London Gazette on 3rd April 1906 (see right) elevating Ena from Her Highness to Her Royal Highness so as to avoid any issues, especially in Spain, of an unequal and therefore morganatic marriage.
24 October 1887 – 3 April 1906: Her Highness Princess Victoria Eugenie of Battenberg
These are purportedly Ena's Arms as Her Highness and are very unusual and possibly very personal. They show her father's Arms (Hesse and Battenberg) with a Bordure of 'England', namely red with eight golden Lions almost literally walking around the Shield, in this case, as an unmarried woman, on a Lozenge.
The source is evidently a bookplate seen here which appears to be dated 31st December 1899. (You will notice that in the bookplate, as opposed to Heralder's rendition above, the Arms are born on a Shield rather than a Lozenge and the Banners which the Lion Supporters are carrying do not show Princess Beatrice's Label, although they rather strangely have the Inescutcheon of Saxony. Also, there is the anomaly in both of the wrong Coronet - the one shown is for a grandchild of a sovereign through the male line, Ena was, of course, a grandchild of Queen Victoria thought the female line.)
However, J.H. & R.V. Pinches in their The Royal Heraldry of England give these Arms as being granted by Royal Warrant on 1st March 1906, i.e. just before Ena was elevated to Her Royal Highness. Hence the confusion in my eyes.
Ena's brothers, Alexander and Maurice, were granted simple, quartered Arms.
3 April 1906 – 31 May 1906: Her Royal Highness Princess Victoria Eugenie of Battenberg
Again, this seems a unusual and very personal Achievement. Additionally, I can find no other reference to these Arms. Heralder gives the source as "Own work".
The Arms are shown on a Lozenge and are Ena's mother's with an Inescutcheon of the Arms granted previously, namely her father's with a Bordure of 'England'.
I also don't particularly see the point of them, if they actually are a re-grant.
31 May 1906 – 14 April 1931: Her Majesty The Queen of Spain
Naturally, a wife marshals her Coat of Arms with those of her husband; hers on the right, his on the left. The standard in Spanish Royal Heraldry has become to simply carry the Arms on an oval shield, surmounted by the Royal Crown (with 4 full Arches) and surround it with palm branches.
The Ribbon (purple, white, purple) and Star of the Order of Queen Maria Louise surrounds the Shield as well. Although only technically extinct, this Order officially ceased to exist in 1931. Ena was therefore the last Queen Consort of Spain to be officially Governor of the Order which was only ever awarded to noble ladies.
You will notice, if the second Coat of Arms is indeed correct, that Princess Beatrice's label has been dropped but Prince Henry's Inescutcheon has been retained, albeit on a circular shield.
14 April 1931 – 15 April 1969: Her Majesty Queen Victoria Eugenie of Spain
When HM King Alfonso died in 1941 (having been ousted by the Republicans 10 years earlier) Ena's Coat of Arms changed. Instead of palm branches, the Arms are surrounded by loops of grey and white striped rope. I am currently unable to find any significance to this. Nor am I able to find any reason why Spanish Dowager Queens are allegedly not 'allowed' to carry their Arms on an oval.
You will notice that the inescutcheon of Prince Henry's Arms is now shown on a Shield rather than an oval. This may simply be artistic license.
What does seem strange is the use of France Modern (Blue with three golden Fleurs-de-Lys) as opposed to the Bourbon France Modern with a red Border. This seems to be repeated mistake as the Spanish Royal Dynasty is descended from the Bourbons and not from France directly.
Prince Henry did not live to see his daughter marry the King of Spain, having passed away from malaria off the coast of Sierra Leone which he contracted during the Ashanti War.
Further disaster was to occur on the wedding day itself when an assassination attempt was made on the Bridal Couple on the way back to the Royal Palace. Ena's wedding dress was splattered with the blood of a guard who was riding beside the carriage.
In exile, the Spanish Royal Family lived in Switzerland and Italy. Ena saw her grandson, Juan Carlos, baptised in Rome in 1938 and returned briefly to Spain in 1968 to stand as godmother at the baptism of her great-grandson, Felipe, who is now HM King Felipe VI of Spain.
Ena passed away the following year, maybe one of the last great queens of her generation.