20th century 3 books series about swapping places

[HUMA]

I forgot the name of the novel. It is a three books novel series. In the first part, the protagonist is a lookalike of a prince who also happens to be his distant relative (possibly). The protagonist takes the place of the prince upon the insistence of some the prince's courtiers since the prince was missing and in doing so, he falls in love with the prince's fiance (who is a princess herself). The kingdom is set in a fictional place in Europe. The story is set probably in the late 19th or early 20th century.
In the second part, there is a lot of royal drama. Though the princess and the protagonist are in love with each other, they decide to fulfil their obligations to the royal family and the princess marries the prince. The protagonist never marries (I think).
In the third part, the prince's life is in danger again. One of the prince's cousins tries to kill him in order to take over the throne. Finally, both the prince as well as the protagonist die BUT the protagonist is buried as the prince and the prince is buried as the protagonist (a commoner). In the end, the princess (now the Queen) rules the kingdom alone and is heartbroken.

I can't for the life of me, remember the name of the books or that of the writer. Any help will be appreciated.