That's why I was guessing NSU... there's an obvious Auto Union/Audi connection there, but I don't know if that's what you're after. Thing is, the marques that have disappeared into Audi are Auto Union, NSU, DKW, Horch and Wanderer. DKW didn't venture into automobile manufacturing until near 1920, Wanderer just after 1910 - and this car appears to be earlier than that. The other two puzzles were Audi and Horch. Of course, it could be one of those, but I'm thinking that if this is the clue you're talking about, you would have included three different marques.
And then there's the possibility that the link is that all three cars were owned by German royalty.