I have found a number of entries in the Court circular in The Times which state that Queen Alexandra, as the then Princess of Wales, wore a tiara of sapphires and diamonds as well as a sapphire and diamond necklace. The first such reference I found was on 30 May 1889, then 29 June 1889, 14 June 1890 and 14 March 1891. These no doubt are only a few of the references as I was not doing a systematic search on the Princess of Wales.