Whether the then Duchess of York thought she was having a laugh teaching her seven year old daughter to give the nazi salute in 1933 is less certain. The nazis were definitely not as funny then. Or were they? I suppose it depends on who you were and where you were standing. In this case the two Elizabeths were standing next to the then Prince of Wales, who was- famously- a great admirer of little Dolphie.
Edward Prince of Wales was a miserable twerp. We're allowed to say that because the establishment cast him out and might very well- if he'd have been a person of lesser stature- have had him shot as a traitor. Quite what the Queen Mother was is still shrouded in clouds of gin-perfumed mystery. Who the present Queen is we shan't know until years after her death.
Have we the right to see the footage? Hell, yes. These are the people we reward handsomely for graciously reigning over us and I don't see why we shouldn't know what we're getting for our money.