I'm so glad you like the site!
It's a bit of a conundrum this question. In Henry's opinion, his marriage to Catherine of Aragon was never valid so whenever Elizabeth was conceived she was legitimate and born in wedlock. Henry truly believed that the Pope did not have the power to give a dispensation for a marriage that was contrary to God's law. The marriage was annulled and that meant that it had never been valid so the only marriage that was valid was the one to Anne Boleyn, hence Elizabeth was legitimate. Very complicated!