At the welcoming reception for Anne of Cleves, Henry introduces each of his daughters as "Princess." However, by historical accounts, both Mary and Elizabeth were still considered by Henry to be illegitimate, he would never have accorded them such a title, as it would in effect be declaring them legitimate. Neither Mary nor Elizabeth ever regained the title of Princess, and continued to be known as "Lady" until they each in turn succeeded to the throne.
Lord Lisle who is in Calais to welcome Anne of Cleves was Arthur Plantagenet the illegitimate son of Edward IV, making him half uncle to Henry VIII.