Alixz
I wrote an academic article some time ago on royal titles in the UK, and went into this in some detail. If I can find an electronic link I will post it.
My conclusion is that the usage of Prince/Princess and HRH is something that developed over time in somewhat haphazard fashion, and was only rationalised by George V in 1917. The whole business is governed by the royal prerogrative and operates according to the 1917 Royal Warrant, and, in the case of brides, established custom, but there is scope for the exercise of discretion. The issue of whether a woman marrying into the royal family should be an HRH didn't arise until the late Queen Mother married the future George VI in 1923, since previous royal brides since Anne Hyde had been HRH themselves. It was announced in 1923 that on her marriage Elizabeth Bowes-Lyon would become 'HRH the Duchess of York', but that was simply a matter of courtesy. On that basis, Alice Montagu-Douglas-Scott then became HRH the Duchess of Gloucester on her marriage (Princess Marina was already HRH in her own right). In my view, established custom is subject to exeptions, and there was nothing to prevent George VI from forbidding HRH to the Duchess of Windsor. Indeed, since the Duke of Windsor had been required to abdicate because the Duchess was not a suitable person to be Queen, it would have been rather odd to treat her as a 'normal' royal bride.
Ann