But they were assured by James Bond's predecessors that the Prince's "father" (the Queen's mother's brother) was "wholly abnormal" (which may have meant gay or impotent, nobody can know which) so there was no blood relationship; and there were several candidates for the honour of being the Prince's biological father.
Huh? The Prince Consort's father was a dirty old goat who shagged anything that moved. He had illegitimate kids, even. His wife was so miserable she had an affair herself, and he promptly divorced the poor woman and barred all contact with their children. Queen Victoria's ladies complained about his wandering hands! There was no question of his being virile. Incidentally, he also married his own niece, Antoinette, which nobody seemed to question either - Albert's stepmother was his own first cousin! No kids, fortunately.
Besides, nobody cared about first cousin marriages, at the time. Half of Victoria's grandchildren married their own first or second cousins. Her second daughter Alice, for example: eldest girl Victoria married her cousin Louis of Battenberg (father's brother's son). Son married his first cousin Victoria of Edinburgh (mother's brother's son). Next daughter married her first cousin once removed Sergei of Russia (great-Aunt's son). Next sister married her first cousin Henry of Prussia (mother's sister's son). And the youngest child was Alexandra of Russia, who married her second cousin Nicholas, after turning down the British heir (mother's brother's son) despite huge pressure from everyone, who thought it a marvellous idea.
That was just one of Victoria's nine children. Most of the royal families banned marriage to anyone who wasn't royal - they had to marry cousins, or not marry at all.
Rather amusingly, Victoria wanted one of her widowed son-in-laws to marry another daughter. She was put out to learn this wasn't possible under canon law - you couldn't marry your deceased wife's sister, at the time. You can understand why that puzzled her, given all the above!