George VI and Edward VIII

[EagleJCS]

I believe those are known as "laird's plaids" (pronounced 'playeds'). Essentially, they're a convenient way to carry a blanket/lap throw but they're in the same tartan as one's kilt. They could also be used in a pinch as a shawl or "poncho" if the weather turned and one did not have the appropriate outerwear (overcoat/Inverness cape, etc.) to hand.