You may be thinking of the word interregnum, but unless there is no clear line of succession, or there is disputed succession, it does not apply when a monarch dies. Certainly not in an established monarchy like the British one, and probably not in most others either.
You have perhaps heard the expression "the king is dead, long live the king"? It's not just a saying, it has legal effect. It doesn't matter whether the heir has been notified or not, s/he becomes the new monarch immediately upon the death of the old one. You also have to bear in mind that the monarch alone is not the exclusive arm of government, and never has been. Even before the era of Parliamentary democracy as we know it today the kingdom had ministers of state, who were still free to carry on the business of government. Their offices were not vacated immediately upon the death of the previous monarch, though of course the new one was free to terminate their office. (Or, as sometimes happened, terminate their bodies at the neck.)
Also it isn't necessary to be crowned to be the monarch. Queen Elizabeth II became queen immediately upon the death of her father in 1952 (while she was on a different continent, in fact), but her coronation wasn't until the following year. That didn't mean that she wasn't queen, or that Britain had no queen, during the intervening time.
Source: My musty old constitutional law textbooks, which regrettably lack a URL link and which admittedly I haven't seen myself for a few years now...