I am still pondering this question. After I saw this video (which I have also posted below) I realised that it is possible that Princess Alexandra may have worn the pearl brooch at the front of her sash and the oblong diamond brooch we know belonged to Queen Mary to secure her sash at the back.

In this video look carefully at 3.04 to 3.07 when there is a brief glimpse of the Princess wearing both jewels. Apologies but I cannot do a still image of the back of the sash.






My thinking is that I suspect the Princess would have noticed immediately if the brooch at the front had fallen, but may not have been as aware of one from her back falling, especially if she were dancing.