This is really interesting to me. It got me looking back at recipes for this cake to check the spelling.
The above image is from Frederick Vine's book,
Saleable Shop Goods published in 1898. Vine, a London baker, was supposedly one of the most respected professional bakers and confectioners of his day and he spelled the cake with a "burg." Could Battenburg with a 'u', rather than as Battenberg, be a contemporary practice? This 19th century English spelling appears to be used in all of the earliest recipes for this cake.
I have also been unable to find any contemporary accounts that confirm this cake was invented to honor the 1884 royal wedding. This fact could certainly be true and based on a folk memory, but it doesn't appear to be documented (and sourced) in any written records. There is also a theory that the four sections of the cake originally represented the four Battenberg princes - Louis himself and his brothers Alexander, Franz-Joseph and Henry. The problem with this story is that the earliest recipes for this kind of Battenburg
or Battenberg Cake all call for nine squares and
not the four that are found in modern versions.
It seems this cake is a mystery in a lot of ways.