Thanks to the reference Laura gave above we have some more images and additional information. Many thanks Laura. All images of the wedding gifts are from the Illustrated London News 1 December 1934
The photo of the Duke's ruby necklace and earrings is the best I have seen. The paper describes the necklace as a sautoir so perhaps it was this jewel which Princess Marina wore to the Opening of Parliament in 1937.
Could the stone in the pendant be a carved ruby?
Bracelet from Duke and brooch from Queen Mary.
The pearls. The paper's comment below this image said that the pearls could be worn as a bracelet or a bracelet and necklace. As we have other photos showing the necklace in this form and with a separate bracelet, I assume that this necklace could be shortened to the front three strands, in which case perhaps the longer 3 strand pearl necklace the Duchess was sometimes photographed wearing is the lower part of this necklace.
The complete necklace with the separate bracelet.
The sautoir given by the King and Queen Mary. The paper described it as having a pearl. In this image it looks like a white pearl.
The captions make for interesting reading. The most striking information is that the Duke also gave Princess Marina a ruby brooch which I have not seen identified. It may be the one which could be used as a centre piece of the bandeau.
The Prince of Wales gave the Princess a diamond brooch - hopefully we will be able to identify it.