Is there a difference in school holidays between the school of Christian and the younger children or is this a way to ensure that they don't travel together (although some might think that Christian should travel with Mary in that case)? There aren't any events scheduled for Frederik in the Kongehuset-calendar.
No, not really. They follow the same vacation plan.
It's more likely that it was easier for Christian's younger siblings to miss the last week of school up to Christmas. Basic school (which is what we in DK call the grades 0-9) being less demanding than high school, that Christian is attending.
Apart from that I think Frederik would very much like to be present when the new government took over. (See audiences). He has after all worked with most of the senior ministers of the new government and he can expect to work with them over the next term.
It is of course bending the unwritten travel rules a little in regards to Frederik and Christian flying together, but Isabella isn't so the succession is secure in case of a tragedy.
There are AFAIK no fixed rules for DRF members traveling. It however been a custom for many years that those in the Line of Succession try and avoid traveling together on planes.
But flying is now so much more safe than it was back when this custom started. Even as late as the 1970s planes were crashing all over the place, but today there are orders of magnitudes more planes in the air and much fewer crashes.
The same thing used to apply to ships. With fewer and less reliable means of communication and next to no reliable weather forecasts sailing could be a real hazard. Not least after WWI and WWII when it also happened that ships struck mines.
There are stories enough in contemporary Danish traffic history to introduce the custom of traveling separately when possible.
You may recall that the Swedish crown prince was killed at an plane crash in Copenhagen Airport and a few years later a hyper-modern and ostensibly very safe ship, Hans Hedtoft, especially designed for rough weather in the Arctic, vanished on her maiden voyage off Greenland.
Around that time a ferry struck a mine in Danish waters.
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According to the article Mary and the youngest left last Friday, so they must have arrived in Australia sometime during last weekend. Slipping under the radar, because I have noticed no news from Australia about their arrival.