I think that the Danish royal family have always kept to the use of a white ribbon with a red stripe border for the King's or Queen's portrait when worn as a family order. It seems that only the Queen has a full diamond border for the portrait. See item no 44 in Thomas' post http://mb.boardhost.com/historyroyaljewels/msg/1536607663.html

It I am correct in my thinking, then Princesses have a frame with small pearls and crosses set with small diamonds. There are some very clear images of Queen Alexandra wearing what looks like a very similar framed portrait hanging from a ribbon with a dark coloured striped border in the series of photos Thomas posted showing HM wearing various items of the Order of St Catherine. http://mb.boardhost.com/historyroyaljewels/msg/1541945361.html

In the image below what I think is the Danish family order of Christian IX is the first order just above and to the left of the Victoria and Albert order.



In this image what I think is the Danish order is the last, sitting nearest to HM's shoulder on the right hand side as we look at the image.



Does any one know for sure?

Edit: I should have said that, in the photo of Queen Alexandra from the wedding of the Duchess of Fife, I think the Danish family order is the one nearest to Queen Victoria's fringe brooch pinned at the centre of HM's gown.