This is a bit of a stretch, but I thought I'd put it out there.

Ancient Rome

https://en.wikipedia.org/wiki/Roman_Kingdom

As a caveat, Rome's accounts of their early history can be best characterized as "legendary". But all of the records were destroyed when the Gauls sacked Rome in 389 BCE, and later accounts during the late Republican and Imperial period (principally Livy) are all we have.

The legendary founder of Rome, Romulus, is said to have set up the Senate in the mid 8th century BCE. After Romulus's death, an elective monarchy was set up. When the previous king died, the Curiate Assembly chose the next king, who would rule for the rest of his life.

This worked for a while, but in the 6th Century BCE it started to break down: Servius Tullius was overthrown by his son-in-law Lucius Tarqiunius Superbus followed by an "Election by the Senate.

Tarqiunius ruled for another 25 years , and the Romans had Tarquinius and his family exiled. The Romans didn't like the taxation for Tarquinius's constant wars and building projects, but trigger is said to have been the rape of a Roman noblewoman, Lucretia, by Tarquinius's son Sextus. Well, that's the legend at least; historians doubt that, and there are a lot of theories.

After this, the Romans set up the Republic. The Senate still legislated. but the executive functions of the king went to the two Consuls, who shared power between them for one year.

some more examples:

Albania: founded as a (constitutional) monarchy in 1912-it remained legally a monarchy until 1925 (albeit with a vacant throne as the monarch had fled) when a new constitution declared Albania a republic...Which lasted until 1928, when the President, Ahmed Bey Zogu, declared himself King in that year, as Zog I. He reigned until 1939, when am Italian invasion replaced him with the King of Italy (Albania and Italy were theoretically in a personal union, in practice Albania was an Italian puppet state). After Italy switched sides in 1943, the throne was declared vacant, until 1946, when the communist partisans declared a (communist) republic.

Cambodia: achieved independence from France in 1953 as a constitutional monarchy under King Norodom Sihanouk-who then abdicated in favour of his father (Cambodia's history in the 20th century is...weird) so he could found his own political party and be elected Prime minister (I told you it was weird), which he did in that year. Sihanouk attempted to maintain a middle ground of neutrality between the West and the communist bloc, but an American -supported coup in 1970, led by General Lon Nol, declared a republic. To add a rather interesting postscript: Sihanouk then made an uneasy alliance with the communist Khmer Rouge, and on the alliance's victory against Lon Nol's republic, he was figurehead head of state of the communist regime (I did warn you it was weird!) for a year. Two communist republics and a civil war later, Sihanouk was restored as King in 1993. The current King of Cambodia, Norodom Sihamoni, is his son.

Laos: achieved independence from France in 1953 as a constitutional monarchy, which was abolished in 1975 when the communist Pathet Lao faction won the civil war there. Interestingly, the first President of communist Laos, Prince Souphanouvong, was a minor member of the Royal family.

Afghanistan: became a constitutional monarchy under King Zahir Shah, who was a moderniser and reformer. In 1973, while he was in Europe awaiting medical treatment, the former Prime Minister, Daoud Khan (who was also the King's brother-in-law and cousin), instead of declaring himself King, declared a republic instead, with himself as President. He was then overthrown by a communist led coup in 1978. Afghanistan remained a republic until the Taliban's overthrow of the republic last year.

I am still struggling a bit with your terminology of "democratic and constitutional". I see much more often the distinction between "absolute" (for example the 1931 Constitution of Ethiopia) or "liberal" (Frankfurt Constitution) monarchic orders. The following four examples are all considered to have been "liberal".

Whether you would consider parliaments under these constitutions democratically elected remains disputable - women's right to vote was not a necessary part, and age limits were also often more restrictive than today's standards.

Bulgaria

The Tarnovo Constitution of 1879 was based on the separation of powers, with the Prince/Zsar (a title used since 1908) acting as the head of the government.

The constitution was suspended several times, sometimes by the monarch to establish absolute rule, others in favor of dictatorial party rule. In 1944, a coup d'état broke Bulgaria out of Axis dependence to join the Allies. It established the communist-led Fatherland Front as the dominant political power and cessated the principles of the separation of powers.

In 1946, a referendum made Bulgaria a People's Republic. In the following year, a constitution following the model of the Sovjet Union was adopted. It established the Presidium of the National Assembly as the highest office, with its Chairman acting as Head of state.

Yugoslavia

In 1921, the Kingdom of Serbs, Croats and Slovenes was established and adopted the Vidovdan Constitution. Legislative powers were shared by the King and the parliament, the cabinet was responsible to both.

1929 King Alexander used a political crisis to abolish the constitution and issued a new constitution that made himself an absolute monarch. In 1934, he was assassinated in Marseille. Because his son Peter was a minor, he initially did not follow on the throne. Instead a three-person regency ruled the country until 1941, when they signed a pact with the Axis powers. Immediately after that, the regency council was overthrown in a coup d'état instigated by Britain, and King Peter was inthroned. Nonetheless, Yugoslavia was invaded by the Axis within the same year.

The Provisional Government of the Democratic Federal Yugoslavia, a coalition of King Peter's government-in-exile and Tito's Communist Party was established in March 1945 and initially recognised the monarchy. The constituent assembly deposed the King in November and formed the Socialist Federal Republic of Yugoslavia. Its governmental structure followed the same model as other sovjet states, but as early as 1953, the office of the head of state changed from the Presidency of the National Assembly to the President of the National Executive Council (prime minister) Josip Broz Tito.

Italy

When the Italian monarchy was erected in 1861, it adopted the Statuto Albertino, the 1848 constitution of Sardinia. Formally, it gives full executive powers to the King, but de facto the parliament had a key influence on politics and the appointment of ministers.

In 1922, Benito Mussolini was named Prime Minister of Italy by King Vittorio Emmanuele. In 1923, he managed to pass a law that secured a majority in parliament even if the Fascist party only won 25% of the votes in elections. This started the transformation of Italy into a dictatorship, with the King as a pure figurehead.

In 1943, Mussolini had lost his support even inside the Fascist party, and the King was urged by their Grand Council to resume his constitutional powers and name a new prime minister. This lead to a civil war between royalist and fascist factions until the end of World War II.

In 1946, a referendum declared Italy to be a republic. The new constitution was adopted in 1948. It names a President as head of state and with limited powers, a cabinet with a prime minister as government, and a bicameral parliament.

Greece

During the time of the Kingdom of Greece, it had a number of constitutions. The major transition to a democratisation of the rule is commonly given to the 1864 constitution, but this is mainly because of the clause that the powers of the king are bestowed on him by the constitution. The ministers remained solely appointed by the king.

In 1924, a plebiscite declared Greece a republic. The constitution of 1927 established a president as ceremonial head of state and a prime minister as head of government.

1935 Prime minister Georgios Kondylis suspended parts of the republican constitution and ordered a referendum to re-establish the monarchy. Its results were probably rigged, and King George returned to the throne and appointed Ioannis Metaxas as Prime minister. The last monarchic constitution of 1911 was reinstated. But from 1936 on Metaxas was able to establish a dictatorial rule under the terms of a state of emergency until German occupation in 1941.

In 1946 another referendum confirmed the rule of King George. In 1952, a new constitution was adopted. Whether you would call it democratic by post-war standards depends on whether you consider the full institution of human rights to be an integral part of that.

1965 saw the start of a power struggle between King Constantine and prime minister Georgios Papandreou. It lead to a coup d'état in 1967 by militaries and the dictatorial rule of Georgios Papadopoulos. Constantine formally remained King, but was forced to stay in a Paris exile.

Confronted with significant political opposition, both from other European countries and the Greek left-wing opposition, Papadopoulos started a process of liberalisation. In 1973, after yet another referendum he abolished the monarchy and declared Greece a republic with himself as president. The following period is a bit tumultous, but the end result was the restoration of democracy in the 1974 elections. A referendum established that the republic should be retained.

1975 the current constitution was adopted. The president as head of state was given some powers on paper, but in practice the executive powers lie with the prime minister.

Here you have a list of countries in Europe that abolished the monarchy. All these monarchies were constitutional, except for the Russian one, and yet, also the Russian tsars had a parliament, laws and other checks and balances similar to a constitutional infrastructure, so you might consider it too.

Also, you can add to this list other countries that abolished the monarchy in the past (in some cases up to a few times, by the way) but somehow the monarchs got back to power. This happened in Spain and the Netherlands, for instance.

I would say the UK was the first, let's say, proto-constitutional nation to abolish the monarchy, before even the French did (this is an opinion that would be up for debate).