"I would not be surprised if the Royal Family somehow believes; they are related to Cleopatra and Caesar."
The google video available Empire of the City 2 part city provide such a proposition, in no uncertain terms.
The lineage is something like...
Cleopatra / Caesar
Caesarian = Jesus
Hebrew tribe of Dan
Vikings (denmark = 'mark of Dan')
© Charles N. Pope, US Library of Congress. All rights reserved.