I don't know the definitive answer, but
HRH The Duke of Edinburgh has granted Royal Warrants to both Purdey and Holland and Holland, whereas HM The Queen has granted Warrants to Purdey and Gallyon (but not H&H).
I have always had it in the back of my mind that Prince Phillip used Purdey shotguns and H&H rifles, but I don't know if that is true or not.