Since it's his birthday. I've always wondered — did anybody ever call him "Alex" after 1905? It seems like it would be very confusing to try and rename a 2 year old. And I've always wondered if "Olav" wasn’t chosen for being the closest sort-of approximation (there are a lot of other Norwegian names that are even further away).
I know his father was "Charles" in private to the end of his life...