I'm also inclined to think that Arthur is correct and this is a match. If the jewel was not bequeathed to Queen Mary, she might have acquired it at a later date.
And maybe the same applies for the diamond brooch/pendant Queen Mary gave to the Duchess of Gloucester as a wedding present.
Link to the Royal Collection: https://www.royalcollection.org.uk/collection/search#/19/collection/2909705/helena-princess-christian-of-schleswig-holstein-1846-1923