I cannot find any reference (so far) to the Maharaja of Cooch Behar giving Queen Maud a wedding gift, but I think it is more than likely that he did so. Because of what Knightship found in the Norwegian press, it is highly likely that it was the brooch she wore for her coronation -- but it would be good to find a sketch or even a description to confirm that.
The Maharaja was in the UK in 1896 and again in 1897 when the press had this report.
Obviously times were different!!