Well, the King in the front looks a lot like Napoleon. An 1899 book may seem late to be boasting of Napoleon's defeat, but elsewhere in the book they mention Waterloo so I guess it's not too late. The other kings depicted are former rulers of Britain's colonies, with an emphasis on their savagery and silliness in terms of their clothing--you'll notice that throughout the illustrations. Typically caricatured people of color wearing random bits of western dress in silly ways, like just a shirt collar, or just a top hat. I can't identify any specific regimes, but it looks like they have an African caricature and another caricature that looks more from like New Guinea or so. The "naughty" part is interesting because it hints at the British justification for colonization--bringing civilization to the natives. The British were also famous for blowing up incidents into huge horrors as a way to justify their intervention, while ignoring the British's own more serious transgressions. For example, the Black Hole of Calcutta.

For L, I think that's just worded in a weird way and doesn't have deeper meaning. It's just saying that the lion may seem friendly but don't cross it, i.e the British are friendly but when attacked will fight back. Which goes along with the narrative that all British aggression and expansion and imperialist activity was done not to steal land and resources from people of other nations, but because they were justified due to some kind of wrong committed against them.

The unicorn is a national symbol of Scotland. The Lion is the symbol of England. Together, they are symbols of the United Kingdom of England, Scotland and Wales. The earliest depictions of unicorns came from Babylonia and the Old Testament, which would be considered to be the Near East or Middle East. Mentioning it in this context ties the British empire with the great empires of the past