Miscegenation laws made interracial marriage illegal, most states had these laws, all states with these laws banned the marriage of white and blacks, some also banned the marriage of whites to Asians and Native Americans as well. Montana's miscegenation law was passed in 1909 and made marrying blacks and Asians illegal and it wasn't repealed until 1953.
Alexandra's ex- fiance, Arthur, and his Arthur, Earl of Sussex, may have been based on real persons. "Born in 1883 (another ironic Yellowstone-verse connection), Prince Arthur of Connaught was the second child and only son of Queen Victoria's seventh son, Prince Arthur. He even married a woman named Alexandria, in 1913. Then in 1923, he was serving as governor general of South Africa. Taylor must have had this gentleman in mind for this role it seems.