The Queen of Denmark can not change the Crown Jewels. She has the right to wear them, but even then her use is greatly restricted by the museum at Rosenborg Castle. The museum don't like the jewels to be away from the treasury too much, which explains why The Queen only wear them on the very grandest occations. When Mikael Melbye painted his portrait of The Queen in 2010, his sitter could not wear the emerald parure because it could jmot be remowed from Rosenborg during the sittings. That's why the artist painted The Queen wearing her pearls and at the same time painted her green gown in a silver-gray colour, so it would fit the pearls instead of the emeralds.
So I don't think Denmark's present or future queens will ever change anything from the crown jewels (even though I have always dreamed about seeing the diamonds from the long riviere and the great stomacher turned into a proper tiara to go with the big diamond necklace and earrings. I think we need a grand tiara in DK)...