I do remember from the old Royal Forum over 14 years ago the threads and chat on Mary leaving Australia and placed by Frederick in an apartment before she was introduced to Queen Margaret.
Wow, I don't even remember where I put down my cellphone today but I remember, over 15 years ago, here in the old version of the Royal Forum the now Princess Mary was the hot topic. Including comments something in the lines Queen M really liked her and send them back to Australia after the wedding to do a tour of the country that was so successful Queen M went to visit right after. I recall the discussions included mention of an exchange of Danish and Australian students between the countries caused by Princess Mary's celebrity in both places.
I even recall messages discussing she was not drinking during the tour, because she was expecting, on a thread posting pictures of the dinner events.
So, to answer the question before going into a time capsule, she had her own apartment in Denmark after the couple got really serious.
Re Letizia, I recall the move was to keep her safe and for Queen Sofia to become her mentor. Before that move Prince Felipe had his own house built within the Zarzuela grounds and the floor plan was even shown in an article in El Pais newspaper. I even downloaded the Jpeg, that I still have somewhere, because I like to see architectural floor plans of famous buildings.