As to treason, it would take a fair bit of leathering, but not entirely impossible to have Ernst Duke of Cumberland drawn into treason around 1830s. There was some weird plot involving Freemasons, intended to dethrone Will IV and Princess Vic. the heir presumptive, and put Ernst on the throne.
All hot air and bombast really, but it wouldn't be the first time in history that hot air and bombast have brought a prince to the block, and Ernst was well hated.
As to an occupying force, I guess that if you somehow managed a German occupation of England in 1940 (flap, flap, beep, beep ) something, having one of the Royal family shot by the occupying forces wouldn't be impossible