This is mentioned and directly referenced in The Queen's Diamonds, on page 196, whilst discussing the Vladimir Tiara.
The document at Sotheby's quotes: "...A fine brilliant 15 curb link Tiara, with 15 fine pearl drops. (Four pearls missing and 3 brilliants loose.)..."
This is also quoted in the Queen's Diamonds, as Robert's States that: "The tiara had suffered on its journey from Russia..."
Referencing: "The inventory of the Grand Duchess's jewellery, made by Garrard on 26 January 1920, records (p.1) that four pearls were missing and three brilliants were loose (Sotheby's, London, 30 November 2011, lot 78)"
(It thus appears that either Roberts saw this inventory prior to the sale, or it was purchased for inclusion in the Royal Archives).
Roberts states that the tiara was thus repaired in 1922, at the cost of "£26 5s." As there were charged with "repairing, restoring and renovating it 'as far as possible', and replacing two missing brilliants".
EDIT: The inventory is also quoted in relation to the Grand-Duchess Vladimir's Collet Necklace that was purchased in 1921 (and used to made Queen Mary's Sautoir. As it quotes: "The inventory of the Grand Duchess's jewellery, made by Garrard on 26 January 1920, records (p.2) 'A large brilliant Riviere of 37 collets arranged to wear as a Head Ornament' (Sotheby's, London, 30 November 2011, lot 78)"
This appears to be an extensive list of all the jewels in the Grand-Duchess's possession at the time of her death. It has been quoted in relation to the jewels that Queen Mary purchased from Princess Nicholas of Greece, that are featured in the book.