I don't think they are Zionist or 'Jews' but they might owe some Jewish money perhaps? I do think they are from a royal family who ruled around Belgium, Germany, Bulgaria, also Tsar Nicolas and King George were directly related if I remember correct, the original family name was the family of of Saxe-Coburg-Gotha but these British Royals changed their name after the outbreak of War with the Germans during WW1?