This will be the second time in modern royal history with a three generation direct line of succession. The first occurrence was in 1894 when the Duchess of York gave birth to her first son, Edward, on June 23. Prince Edward of York became third in line to the throne after the Prince of Wales and the Duke of York. However, Edward and his younger brother and sister, Prince Albert and Princess Mary, were not born with the rank of HRH. This style was limited to the children and grandchildren of the sovereign in the male line. Prince Edward was a great-grandchild of the sovereign in the male line. He and his two younger siblings were born with the style of HH, His or Her Highness.
This changed in 1898.
Crown Office, May 31, 1898
The Queen has been pleased by letters patent under the Great Seal, to declare that the children of the eldest son of any Prince of Wales shall have, and at all times hold and enjoy, the style, title, and attribute of "Royal Highness".
The three York children were immediately upgraded to HRH due to the new Letters Patent.