You do know how to ask the difficult questions, eh Gerry?
But I will find out the answer! Now it's a challenge.
I'll simply write someone and ask.
But let's return to the title.
To be correct it's Colonel-in-Chief - not Honorary Colonel, which is a translation of a now disused Danish title (æresoberst).
QMII and the Jordanian King are the only two foreign Monarchs presently having a title of Colonel-In-Chief of British regiments.
But I notice that the Australian and Canadian Governor-Generals are also Colonel-in-Chiefs of their own regiments.
Over the year many regiments have been almagamated so the numbers of colonel-in-chiefs have gone down as a result.
Originally the Colonel-in-Chief, was (mostly) a royal patron maintaining a personal affiliation with the royal family and the regiment. (A smart political and security move BTW) and thus became a part of the identity and esprit of a regiment - in other words giving the soldiers even more to bragg about in regards to other regiments.
It's up to the regiments to decide who they wish to ask being their Colonel-in-Chief and so far I haven't been able to figure out why on earth Frederik VIII of all people should end up being a Colonel-in-Chief of a British Regiment. The Buffs - Royal East Kent Regiment, which is a very old regiment.
Perhaps it had something to do with his sister? Perhaps geographically, because East Kent has enjoyed trade relations and intermarriage with DK over the centuries, even though a Yorkshire regiment would have been more logical.
Anyway, I'll ask a higher authority who has been helpful before in such matter.