If you look at posts under Christening of Prince Felix, you will see some nice pictures inside Schackenborg which were taken after the ceremony.
Nikolai was christened in Copenhagen - I think maybe because the trip to Mogeltonder would have been too much for Queen Ingrid. There are lovely pictures and a video of her being greeted by her daughter, the queen, and Henrik before the actual christening began.
It would be nice to see the same tradition followed, a video during the ceremony plus some pictures afterwards.
Of course, one must remember that Alexandra was the sole princess at the time, that she spoke perfectly pronounced Danish (when it came time to say the child's formal name), and that these were the first grandchildren of the queen.
I sometimes feel that Marie wants to be so private, yet is prepared to live a royal life. The two aren't mutually exclusive.
Her parents, plus stepfather, were all invited, and attended the big birthday celebration for Prince Henrik. Surely, they enjoyed themselves.
It's perfectly normal to share a christening ceremony with the people of Denmark. After all, they have barely had a 5 minute look at her son, far less than any other royal grandchild. Is she being coy? Is she trying to stay behind the "I don't know enough Danish yet veil"?