Don't know if this helps but princess Astrid of Norway has an unidentified diamond bee brooch, might it be from her great grandmother Queen Alexandra? Astrid did wear it during the unveiling of a statue of Queen Maud outside the Norwegian embassy in London, October 2005.
Princess Astrid's bee diamond brooch: http://www.theroyalforums.com/forums/attachment.php?attachmentid=76186&d=1105031601
: When the then Prince and Princess of Wales
: visited Blackburn in early May 1888 the
: Mayoress, on behalf of the ladies, presented
: the Princess with a diamond brooch.
: It was referred to in the press as a
: magnificent diamond brooch and also as a bee
: brooch. HRH was reported to have worn it for
: a number of major court functions - such as
: Drawing Rooms and State Balls --shortly
: Has anyone ever seen anything resembling a
: bee amongst the jewels Queen Alexandra used?