No, he was a relation. He was the great-uncle of George Keppel, Alice's husband. The Keppel family was very close to the British royals (not just in the sense that Alice was!) from Victoria (and her Clarence & Sussex relations) through George VI. George's grandfather (Harry's brother) was equerry to Prince Augustus Frederick, Duke of Sussex. (Actually, they go back further than that in their royal service, and were in fact descended illegitimately from Charles II, but I'll stick to the modern ones.) George's father William worked in the Household of Queen Victoria. George's brother Derek served as an equerry to George V from 1893 to 1910 and was Deputy Master of the Household from 1910 to 1912. He was then promoted to Master of the Household in 1912 and served in this post until the King's death in 1936. He continued as the only Master of the Household under King Edward VIII's short reign and on the ascension of King George VI, he returned to being an equerry until his death. Harry's son Colin served as Extra Equerry to Prince Alfred, Duke of Edinburgh, was Aide-de-Camp to King Edward VII from 1907 to 190 and Extra Equerry from 1909 to 1910. From 1910 to 1912 and from 1915 to 1936, he was Extra Equerry to King George V, in 1936 to King Edward VIII and in 1937 to King George VI.