King James VI and I
Long-rumoured to be bisexual, King James was the first Monarch of all of Great Britain (not yet a single kingdom).
Queen Elizabeth I of England died without an heir. Her closest living relative was King James VI of Scotland. He was invited to take the English throne too, thus becoming King James VI and I.
At the time, Wales was part of the Kingdom of England, so the Monarch of England would reign over Wales, but it wasn't named because it wasn't ("yet") its own place.