Princess Sophia of Gloucester was unmarried. She was buried in St. George's Chapel, Windsor.
Sources
Britain's Royal Families, by Alison Weir.
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DNA Connections
It may be possible to confirm family relationships with Sophia Matilda by comparing test results with other carriers of her ancestors' mitochondrial DNA.
However, there are no known mtDNA test-takers in her direct maternal line.
It is likely that these autosomal DNA test-takers will share some percentage of DNA with Sophia Matilda: