I believe that the colours in the photo of Queen Alexandra posted by Barbara D are a modern addition and are misleading.
According to the Royal Collection and the National Portrait Gallery UK the photo was taken on 27 July 1889, on the occasion of the wedding of Princess Louise, Duchess of Fife.
For the wedding Queen Alexandra wore a pale gray dress and a sapphire and diamond tiara.
Illustrated London News 31 July 1889
The Standard 29 July 1889
The Times 29 July 1889
I have previously argued that the central elements with sugar loaf cabochon sapphires in the tiara are from the necklace given to Queen Alexandra by the Czar and her sister for HM's silver wedding anniversary.
Illustrated London News 17 March 1888
The earliest date I have found so far of Queen Alexandra wearing amethysts is for the wedding of Princess Alice in February 1904.