Do we have any contemporary sources about what kings and queens of Europe thought, about the execution of Louis and Marie Antoinette during the French revolution? I’m especially interested at how HRE Leopold II reacted to the news his younger sister was killed.
Hello!
So to start with, Leopold II died in 1792 and the throne was inherited by his son Francis II, so at the time of Marie-Antoinette's death in 1793 it was her nephew at the helm of the Holy Roman Empire. The royal couple also weren't executed at the same time, nor was it a surprise to the heads of Europe. In fact looking back it was actually surprising that Marie-Antoinette wasn't executed sooner, holding out until October 1793. Some factions had hoped to use her as a bargaining chip in the ongoing war with Austria, but since her husband had been executed in January of 1793 calls had been going out for her head.
The executions of Louis and Marie were both precipitated by trials, and both had been in jail since the Insurrection of August 10th back in 1792. Given the bloody September Massacres that followed the insurrection, the possibility that the royal family would be put to death was of increasingly likliehood. Actually, fears for the lives of the royal family went back all the way to the October Days in 1789, when a large crowd had broken into the royal apartments at Versailles and were screaming for Marie-Antoinette's head (several royal guards were murdered instead). This is all to say that since 1789 there were murmurs abounding throughout Europe that the royal family were "prisoners" to the bloodthirsty revolutionaries. After an abatment of violence following the October Days and the royal family's (forced) resettlement to Paris, the plight of the royal family was brought back to center stage by the Flight to Varennes-- the King's failed escape attempt on June 21, 1791, when he and his family tried to flee to Austria but were caught near the border.
I throw those events in to wind the clock back at bit, because it's important in answering your question to establish that the execution of Louis and Marie-Antoinette were not sudden affairs, but anticipated for some time; this of course colors the reactions of the heads of state in Europe. Now at the early stages of the revolution, up until about the Flight to Varennes, there was not a lot of concern for the royal family by their fellow rulers-- on the contrary, many, even Marie-Antoinette's own brother (particularly the reform-minded Joseph) were pretty happy to see that the Bourbon's were getting kicked around. As Mike Duncan says in his wonderful podcast on the French Revolution, politics at that level do not include a lot of sentamentality, and a weaker France would mean strengthened positions for her rivals. While Marie-Antoinette was writing to her brothers in Austria (first Joseph, then Leopold) begging for assistance to crush the rebellion, and the émigrés were pouring into neighbouring countries likewise pleading for aide, the other states were quite happy to brush them off, not wishing to become involved with a domestic dispute between the Bourbon's and their peoples.
This attitude began to change for two reasons: first, it became clear that Louis and Marie-Antoinette were prisoners of the French. Particularly an incident pre-dating the Flight to Varennes where the royal family was prevented from visiting their chateau in St. Cloud for Easter; second, the revolutionaries began to become a bit bellicose in their rhetoric, both egged on and encouraged by the Austrians and Prussians. For a multitude of reasons, France declared war on Austria in April of 1792, and we have letters between Marie-Antoinette and the Austrians begging them to march on Paris and liberate the royal family posthaste. An interesting point that's quite telling about her family's attitudes towards her plight: her brother, Leopold II, had actually been keeping Austria out of war with France, despite his sister's pleas and domestic support for the war. It wasn't until his death in March 1792, and the accension of his son Francis, that war actually broke out between France and Austria. Another particular document of note that was published after war was declared is the infamous Brunswick Manifesto, written in July of 1792, that said if even a hair on the head of the royal family was harmed, then the violence brought upon the French would be exemplary. This manifesto only predated the imprisonment of the royal family by a month.
I am not aware of, nor was I able to locate with a little digging, a statement from Francis II on the execution of Marie-Antoinette, however by the insurrection of August 10 and the execution of the king in January, the heads of Europe were universally aligned against the French (precipitating the coalitions of the Napoleonic Wars). Writers like Edmund Burke thought even the moderate beginnings of the Revolution deplorable, and even those liberal supporters of the initial revolution thought that the imprisonment of the royal family was abhorrent; the September Massacres only added to the turn against the French in countries like Britain, who were previously more neutral. The only member of the royal family able to be extracted from French imprisonment was Marie-Therese, the daughter of Louis and Marie-Antoinette, who was handed over to the Austrians in a prisoner swap in 1795.
To sum up, the initial reaction to the French Revolution, and the slapping around of the royal family, was indifference or calculated approval from the rest of Europe; however as the revolution intensified, the royal family became increasingly under lock and key, and the war broke out, this ambivalence turned to fear and disgust. Though not surprised by the executions, which had been feared for a long while before they took place, the heads of Europe were still dismayed that they were not able to secure the safety of the royal family before their demise.