They had to get rid of the Crown Prince somehow. I don't think they banked on him killing himself, but they framed him well enough that the Inspector would have been able to arrest him, royalty or not. You saw how the Austrians felt about the possibility that he had done it. I think that's why he shot himself, because he was sure that they could get him on Sophie's murder. He was frustrated that everyone believed Eisenhiem's trick. He didn't shoot himself over the guilt that he might have killed Sophie, after all. He didn't love her, and he clearly didn't believe that he was the murderer.
But they did have to eliminate Neopold somehow. You heard Sophie, he would look for her, and he had enough resources that he would find her. I have no doubt that Eisenhiem would have been able to keep the Prince at bay with his tricks, but wouldn't it be simpler and easier to just get rid of him altogether? Again, I don't think Neopold even believed she was dead. He seemed pretty convinced that Eisenhiem was just tricking everyone, and even if he hadn't, he didn't think that he had killed her. He knew that Eisenhiem wouldn't really kill Sophie because he knew how they felt about each other. And even if, against all the odds, Neopold believed Sophie was dead and wouldn't look for her, he was set on destroying Eisenhiem. He would have followed Eisenhiem, and even if Eisenhiem stopped playing shows and stayed under the radar, everyone knew who he was. You saw that at the end, where the little boy was asked who gave him the envelope and he responded "Herr Eisenhiem!" even though he had been wearing a disguise.
Tl;dr Yes, they had to get rid of the Prince or else he would have ruined them.
Also, in regard to getting the stones...it's also possible that Eisenhiem took the stones from the sword the same way he took the locket from the Inspector's pocket. (:
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