I don't know where I heard this but I thought he was working at the French embassy she was visiting was where they met?
https://da.wikipedia.org/wiki/Bryll..._Tronfølgeren_og_Henri_de_Laborde_de_MonpezatThe Princess and Henri de Laborde de Monpezat met one spring night at a dinner in London in 1965.
Princess Margrethe studied at the London School of Economics and Henri de Laborde de Monpezat was the third secretary of the Embassy in London.
The following year, in 1966, they were reunited at a wedding in Scotland, where they refreshed shared memories, and the relationship became more serious.