I've seen them described as a set, but I'm wondering how many were in the set. In the 1855 Paris Exhibition, only two large sapphires belonging to Angela Burdett-Coutts were shown. In a few accounts of the sapphire brooch briefly lost in 1881, the lost brooch was considered the second in size of a set of three.
Just playing here. The Russian sapphire cluster brooch and the sapphire oblong brooch that sold at Christie's in 2011 have very strong similarities in terms of setting and color. They are both thought by jewelry sleuths to be of Russian Imperial origin, maybe created in the 1840's, but like you Beth, I haven't found anything to support that. If the 2011 brooch was Russian and/or owned by Maria Feodorovna, wouldn't that be highlighted in the auction catalog? Everything with an Imperial Russian connection seems to command an extra premium, especially with the rich Russian oligarchs.
Could it be that these two brooches were part of the Burdett-Coutts set? Angela Burdett-Coutts would have inherited them after her step grandmother's death in 1837 and could have had them reset around that time if the settings were actually created in the 1840's.
Anyway, I hope the Baroness Burdett-Coutts had a fabulous and happy marriage. Aside from some public disapproval, she had to a give up a large portion of her income as her inheritance had a clause about marrying someone foreign born. I saw one writer of the time call out people who were upset about the marriage because no one says a thing when a rich older man marries a less financially secure younger woman, but make a fuss when a rich, older woman does it. I haven't heard anything bad about her husband, so she appears to have known what she was doing.