They are known as the Montpensier saphires, they came from the Duke of Montpensier until they became property of Doņa Maria de las Mercedes, the late Countess of Barcelona.
I've had this pic of Doņa Maria, wearing the saphire tiara, for soemtime in my files. Its the only one I know of her with this jewel. I am however not sure if it is edited, but here it is.
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