It has been some very busy days. According to BB articles, Margrethe and Benedikte will attend the 'Te Deum' this Saturday morning, but they don't mention M&F.
So I wonder if they first arrive in Stockholm during this morning.
After such busy days :)
I was right in my prediction:
The TV2 live-study just mentioned that only Queen Margrethe and Princess Benedikte participating in 'Te Duem' this morning.
Crown Prince Frederik and Crown Princess Mary will encounter later in the day and attend among things in afternoon's gala dinner.