Can anyone say, if Queen Ingrid or King Frederik had a favorite daughter?
That's an interesting question.
I don't think they had a favorite daughter as such. At least not so that it made a difference. Certainly not judging from the obvious close relationship between the three sisters.
However, QMII was very fond indeed of her father, there is plenty of evidence to that. So perhaps you can call her daddy's girl.
Benedikte I understand was, is, very ladylike in every respect just like her mother, so perhaps she was the closest to their mother?
And Anne-Marie, well there are usually advantages in being the youngest...
Why wasn't Queen Anne Marie allowed to go too margarethe wedding
That was after the military coup in Greece, where the junta was at least supported by the older members of the GRF and when the GRF was still in place.
The Danish government basically boycotted Greece and that included the GRF, so the DRF was "strongly advised" not to invite the GRF to QMII and PH's wedding. - An "advise" that was
not popular with the DRF!
So in a silent protest and as a way of including the GRF, portraits of King Konstantin and Queen Anne-Marie were placed everywhere.
It took the DRF, or rather QMII, many years to forgive the Greek governments for forcing the GRF to go into exile and it was only within the past fifteen years or so that the DRF finally visited Greece - despite several Danish governments wishes for state visits - but QMII can be very stubborn when she want's to... It lies in the family as you all know.