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Queen Mary re-configured her jewels so often that only a computer could keep track of all the changes!
So far I cannot find a photo with sufficiently high resolution to see what HM did with the band for the 1937 coronation, but when I looked at some photos of the crown from the Royal Collection site, it seems to me that it would have been a simple matter to have a rosette of diamonds inserted in the front of the band to replace the Cullinan.