And yes Queen Victoria did.
Before I detail that, I admit that I have no proof that the jewels mentioned are those we are discussing, But, I assume that they are,
The first mention in Queen Victoria's Journals of the Duchess wearing sapphires was on 13 March 1874 at a Drawing Room especially to welcome the new Duchess of Edinburgh to the UK Court.
This aligns with the press report I posted above. In her journal Queen Victoria recorded that "Marie" wore a diamond diadem and "a splendid parure of sapphires and diamonds". Unfortunately, from our point of view there was no detailed description of the parure.
Sketch of the Drawing Room
The next mention of the sapphires came in a record of the banquet given to honour the Czar during his visit on 14 May 1874.
On this occasion Queen Victoria recorded that the Duchess wore the same dress as for the Drawing Room mentioned above and her "beautiful sapphires".
A sketch of the banquet scene. The Duchess is next to her father on the left hand side.