How do you get evidence for Noble/royal lines?

I have connected my Ornelas line back to Alvaro de Ornelas who came from portugal to Mexico city in 1527. He was the son of El "Conde de Dornelas" his name was also Alvaro Dornelas. I have backed it up through Microfilm back to 1565 in Lagos de Moreno where the Alvaros son was born in 1567, and then the rest is just what the royals except the genealogy.

Here is what it looks like

Alvaro de Ornelas, Count of Dornelas, born ca. 1462 in Dornelas, Portugal

Alvaro de Ornelas born ca. 1494 in Lisbon, Portugal

Alvaro de Ornelas born ca. 1531 in Mexico City

Alvaro de Ornelas born 24 Mar 1567 in Lagos de Moreno, Jalisco

I guess Alvaro was a family name!

If you keep going back to genealogy the Ornelas descend from the Pedro I, King of Portugal, through one of the Ornelas who married his daughter Princess Estefania of Portugal, and also King Robert II of France through one of his daughters, Princess Alembert of France and then the Kings of Aragon, though Princess Jimena of Aragon. The Ornelas are direct descedants of Ramiro III, King of Leon. Im also having this problem with other noble lines, but Im not sure whether just to except what has been established or keep searching. Im assuming the Nobility kept good records i suppose. Can anyone help me, Im really confused. What would you do? Thanks.