The 1860's onwards was the start of the Etruscan revival in jewellery so I think these pieces were probably derived from that and would have been highly fashionable. However the princess may have not cared for them and hardly ever wore them.

I'm also going to go with Dave that these pieces are still in the vaults. I don't think Alexandra was a great re-modeller of her jewellery and therefore would have use the gold elsewhere. This doesn't discount a theory they weren't sold for the gold value and got melted down. That could have been a condition as well.