From what we have seen, the only evidence that a capitol is anything more than just the city that the overlord/king rules from is that one comment from parson, which is much more likely to have been just Parson speaking generically (a little more polite than 'when Saline IV was croaked') or incorrectly than Parson being specific because a slightly different phrasing would have been inaccurate. To be frank, Parson just doesn't know enough about Erfworld to make that distinction. As far as I can tell, the only way to not be disbanded when an overlord/king is croaked is for the overlord/king to have an heir.
Anyone can have an heir. I'm an heir, but I'm not royalty. You probably are too...
If an overlord couldn't produce an heir, there would be no point in promoting a unit to 'heir', because that would just delay the destruction of the tribe for a 'generation'. There must be a way for Stanley to produce an heir... if only he weren't so paranoid.
My point is that our knowledge of Erfworld royalty and nobility comes exclusively from biased sources. It may be that any unit popped as an heir (even if their production was ordered by a non-royal Overlord) has an advantage in stats. That sort of information would be kept quiet by the royals, as it undermines a large part of their authority. Considering that it is common for royals to gang up on non-royal overlords, it is possible that such a scenario has never actually come to pass (and if it has, there easily could have been a genocide to cover it up).
It seems to me that it is not 'random' for a royal or noble to pop. An heir popped by order of a King (or Queen) would be a royal. Royals are likely nobles that are also an overlord/king/queen or heir. More on this in a moment...
Eh, I don't buy it. My guess is that an heir is only an heir until the King/Queen/Overlord designates a new heir. Just like in the real world. In fact, Nobles are likely popped in order to act as regents over cities other than the capitol. Also, should an heir be killed, there might not be enough time to pop a new heir, so a royalty-conscious King/Queen could simply designate a noble heir, at which point they would be considered royalty. Again, just like the real world. Actually, in the real world, a commoner declared an heir would be considered royalty, even though they can't trace their ancestry back to King Arthur (which almost all of the medieval European royal families could... based on false documents, of course)
It's impossible (at this point) to tell if the distinction between a King/Queen and an Overlord is grounded in the 'rules' of Erfworld, or are purely a sociological construction.
Except that they are not heirs. The only reason Banhammer popped Jillian is because the predictamancer foretold the King's demise. The only way to protect one's tribe from extinction is to have an heir before croaking. Like in chess, when the King falls, the game is over...