Oh yes, they were very very close. I don't think Swan's temperament suited the Danish family. She was very serious, and we all know about the Dane's sense of humor!
They probably felt right away that she "wasn't one of us." No one knows the circumstances, I mean maybe they really tried to get along with her and include her, and maybe they didn't. I've had bad experiences with my husband's family, and being made to feel like I didn't belong, so I sort of sympathise with Louise. I wonder how she got along with Queen Olga. Olga seems like such a sweetheart, I can imagine her at least trying to accept Louise.
You know how when you think of the Danish gatherings, you usually think of them all joking around..especially the Greek brothers. Notice you never hear any funny stories about Frederick and Louise's children. Maybe that's because in her mind she had to be "better" than her inlaws, and she wouldn't let herself or her children "lower themselves to their childish levels, because they were better that that." When you feel like you're not accepted, you try to rationilize things in your head, maybe that's how Louise felt.