As I tend to believe that the information given in Bjarne's book is authorative, I'm not quite sure what you consider to be the "awful lot of guesswork & speculation" he includes - could you give a few examples?
I could sit here all night quoting examples, one of them being the floral diamond "tri-part" tiara often worn by HM Queen Margrethe. In the book it is obvious that BSJ has no factual information on the piece; everything is researched via old photos. It is said to have belonged to a Danish-American, but nothing else in known of its origin, though BSJ adds that "perhaps one could assume that it has royal provenance" ( The jewels of the Danish royal House, NNF 2002, p. 102).
I am not discounting the obvious facts in the book, on the contrary, however it is easy to see when BSJ has been given detailed information on the jewellery and when he hasn't. He is even quite up front about his method and mentions in the foreword that despite he has been assisted
by HM, Princess Benedikte and others (esp. the Rosenborg-branch)- there is information he has been denied, like gaining access to the royal Glücksburg) archives.
I don't know if you are Danish or read Danish, in which case I would suggest that you read his book. It is the best authority on the Danish RF jewellery, but there is a lot BSJ has not been told because the core members of the DRF did not want to divulge private and (perhaps) sensitive information.
It is an interesting book, however BSJs Danish is often toe-crumbling! An editor could have weeded out the worst idioms and prepared the text for print!
And since you are certain that the Queen Frederica tiara was definitely sold, it would be good to know your source of information, please.
I have read ad nauseam that the tiara was sold! However I have no proof that it was, just as you have no proof that it wasn't!
Suppose the tiara been in the care of the former Greek royal family, as you seem to suggest, I see no reason why it should not have been worn by the former Queen Anne-Marie! She likes her bling, and she and ex-king Constantine have so far staged two big state- of- the- art family weddings in London for their children.
Of course I cannot rule out that somebody (the Millers? )bought back the tiara and gave it to the former Greek royal family. I just don't see any point in mothballing it since it was their piece of jewellery in the first place!