When did the British Royal House change its name to that of Windsor?

Question

What was the last royal capital of the Burmese kingdom before its annexation by the British in 1885 when King Thibaw and Queen Supayalat were exiled after the Third Anglo-Burmese War?

Answer 1

1917
The name of the House had been Saxe-Coburg and Gotha, the family name of Queen Victoria's husband Prince Albert. During the First World War, fought mainly against German forces, there was vigorous anti-German feeling, even more anti-Gotha feeling after a German heavy aircraft of that name began bombing London directly in March 1917. In July George V who was king at the time decided to resign all titles held under the German Crown and adopt the style of the House and Family of Windsor.