Thank you LauraM and Bryce. I had forgotten about that photo Bryce. My memory!!.
It would appear that, when the photo of Queen Alexandra was taken, the necklace was all diamonds, except for what I think may be a pear shaped pearl at the bottom of the jewel.
One difference I noticed between how Queen Alexandra was photographed with the necklace and Queen Mary is that it would appear that Queen Mary has added a second large diamond in the centre of the lower part of the necklace.