In the first pick, woman have only the left glove. Was it established by protocol?
Very complicate rules managed the question of gloves, fan, men' arms to the ladies... it was not only matter of protocol, but also of fashion, in sense of manners, social customs...
in order to simplify the question, (later on I can write something more) in the '80/'90 of 19th century, thee were 2 "rules", the french and the english one... and even in France there was a debate about the arm the man offered to the lady (off-topic now)
For the french rule, anytime a lady was out of his family's circle, she had to wear
her 2 gloves. Only if she was in wiew of a member of a royal House, she had lo take off
her 2 gloves. Only a queen was allowed to wear her gloves always...(but to eat) as did Queen Marie Amélie, Empress Eugénie ... and Queen/Empress Victoria...
For the english rule, a lady - out of the family circle - was allowed to take off one glove (the right one) if she was in wiew of men of equal rank in order to give his bare hand to kiss ... or to shake..., and also in order to drink, eat, bring flowers, ecc, ecc...
But in France, just after the french defeat and the fall of the
second empire, (1870) there was a strong tendency to act as english nobilty did, and women began to bare their right hand for salutes, and then to dance, to drink tea, to eat (always with left hand wearing the glove, a handketchief into the glove and the fan at the belt or at left hand with a string)...
It would be very interesting to study the use and the simbolic of gloves from medioeval era to 19th century... Let me give you just some elements : historically we swear with our bare right hand...kings, emperors, presidents, swore to protect their peoples with their right bare hand... Kings giving their right glove to someone protected him from any hazard... paintings of royals are also very interesting to study from this point of wiew: if the ruler -or his spouse - has the 2 bare hands, it means a representation of his intimacy, if only one is boren - generally the right one - the picture expresses his will of benevolence, and if he-she wears the 2 gloves it means a very formal representation, generally it takes place after a war...
Now the picture of the Cobourg Wedding is not less interesting : it opens possibilities to an analyse: WHY did english princesses and nobles ladies in England began to bare their right hand during 19th century ?(before, they acted under french rules) The answer is very complex :
Snobism (ritualy the Queen did it in order to express trust, faith, benevolence, goodwill....),
beginning of a sense of "liberty" (give their bare hand to a man was considered as a conquest)
AND, less but not least, it was,
acting as a queen, acting from a superior position against men ...
Anyway, if we consider only the photography schooted during the Cobourg wedding ceremony, the princesses were mainly with their equals...
BEST REGARDS
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I have been on the site, there were some interesting things about Marie-Valerie' tiara, and also a sketch of her wedding ceremony. I hope any other member will feel interested of the topic... 
, also extending to other archduchesses... 
and thank you for the clear answer... 
... the story seems to me more amusing than repugnant... the boy asked to romantically play violin under the wood' trees but not at all he did it in a romantic mood... 
... anyway it sounds not so real, even for a metaphysical girl as Elisabeth zu Wied was in youth... 
Thank you also here... 
