One of the interesting aspects of this topic is that we now know that Queen Mary gave the jewel to Princess Alice -- that is, it was not left to Princess Alice in Queen Mary's will.
I had no idea of the connection to Queen Mary (although she's the usual suspect of course), but your remark prompted me to search the RJWMB archives and I found the thread with Baxter's and your thoughts about the fringe necklace, and I also noticed that Arthur already had posted the photo of the Gloucesters at the Savoy back then:
http://members2.boardhost.com/royal-jewels/thread/1500758578.html
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