Posted by Glenn on September 8, 2014, 4:35 pm, in reply to "Re: But how? "
Perhaps this will clarify it a bit:
Prince Valdemar and Princess Marie --> Prince/Count Aage and Countess Matilda --> Count Valdemar and Countess Floria.
Count Valdemar and Countess Floria had no children and lived in France and were close to Count Valdemar's French family. This is apparently how the necklace ended up with the Orléans family.