Queen Margrethe during the press conference today in connection with the performance "The Snow Queen" in Copenhagen. The Queen is the stage designer of the show, which will premie on 1 december 2019 at the Tivoli Concert Hall.
It is a bit hard to tell but my best guess would be that she is wearing the pallette brooch with the artists paint brush. Hope we get a closer look at it if another photo turns up. I have seen it once before a long time ago.