By choosing this option there could be another "Harry" in the family -- Prince Harry's real name is Henry.
King Harold was the last crowned Anglo-Saxon king of England, whose coronation took place in Westminster Abbey in 1066, months before the Norman invasion. While there is a St. Harold, not much is known about him other than he was a child martyr in the 12th century. If the royal couple want to go back to their regal roots they could opt for the Old English version: Hereweald.