Many, many years ago I found Preben Melby-Hansen's book about the Danish Crown Jewels in a library. This sparked my interest in royal jewels.
PMH mentions the tiara - but does not know what happened to it (If I remember correctly).
Perhaps I should read PMH's book again soon.
In the Oldenburg/Bavaria familiy there was a similar tiara. Queen Amalia of Greece is painted wearing it (scroll down and enlarge the photo in the Sotheby's link).