Before the fall of most of the European monarchies after 1919, there was obviously an array of different emperors, kings, princes, (grand) dukes ruling, or at least reigning, in Europe. Naturally all of these had different styles HIH, HI&RH, HRH, HH, HGDH, HSH etc etc
Was it always the case that people's styles were upgraded if they married into a higher precedence monarchy?
So for example, did a Serene Highness always become a Royal Highness? Did a Royal Highness always become an Imperial Highness? I know of cases where they were upgraded but was this always the case?
I know there are exceptions for morganatic marriages and those that did not have the permission of the Head of the House but leaving these exceptions aside were their any exceptions? If so, what were these?
The simple answer is yes, once you married into another aristocratic family (and this was most likely to be the woman who moves) you completely adopted every tradition of your new home. It would have been seen as disloyal to retain traditions of one's homeland in one's new home. So if a princess married an emperor she would become an imperial highness. I can't think of, say, a queen marrying a duke, which would essentially be a step down for her. There is of course the example of Mary I of England marrying Philip II of Spain, but in that case they were both sovereign monarchs so nothing changed.
The concept of 'higher precedence monarchy' is a bit of a misnomer, though. All monarchies were seen as equal, even if one kingdom was more wealthy or powerful. All monarchs were expected to obey the rules around monarchy. That's why it was so scandalous for Elizabeth I to execute Mary Queen of Scots: she was a sovereign monarch, and Elizabeth was extremely hesitant to do so.