For an example, look at the Queen and Philip
As is well known, they both descend from Queen Victoria. And they both descend from Prince Albert. Common ancestors don't always come in pairs - half-cousins are very common.
But the Queen also descends from Christian IX of Denmark, and his wife. And so does Philip.
Those lines don't go through Victoria and Albert. So the Queen and Philip are double cousins.
Further back it gets messier. Philip has a descent from Henry VII by the obvious route through Victoria - and also by a route through Christian IX, as it happens.
The Queen shares those lines, obviously. But she also has a completely independent descent from Henry VII through the Queen Mother, who was descended from Henry's other daughter, Mary Brandon.
And so Henry VII shows up in the list. The Queen and Philip are descended from him through two of his children by separate lines that don't join up and redivide anywhere.