I have never delved into the jewels of the Russian royals or those of the Grand Duchess Maria, Duchess of Edinburgh and Saxe Coburg Gotha previously, so I know very, very little.
But I noticed that the book Ursula quotes as her source was published in the 1980s by an author who is not a jewellery specialist.
Stefano Papi in his book, The Jewels of the Romanovs page 148 suggests that the parure might have been a gift to Victoria Melita by her mother-in-law, the Grand Duchess Vladimir.
From the little I know the photos of Victoria Melita wearing the parure are all after her marriage to the Grand Duke.
I am hoping that others will know more about this set of jewels than I do and can enlighten us.
I have collected very few items on the jewels of the Duchess of Edinburgh (as the UK press referred to her) but none of them seems to mention sapphires - her diamonds, pearls and rubies were always commented upon.