Yes, she did, and she ended her life as yet another sweet and gentle aunt to the family.
It also seems that Thyra suffered from some real frustrations, whether the cause of it was Queen Lovisa, or something else.
Another letter from MF to Alexandra in 1920,
" Poor little Thyra has been lying down for over a week, as she has been suffering from a big sore on her leg. Everyone else maintains that it is she herself that is scratching it to keep it open, so that the doctor now wants to keep her in bed and has bound her leg in a firm bandage that she cannot take off, and really since that day her leg is quite in order, the sore healed. But in order that she may not find it too pleasant to remain in bed, she is not allowed to receive visitors, so thats she may be thoroughly bored, for otherwise there is the risk that she might become like the little girl Lotte at Sandringham, who also lay down and maintained that she could not walk. It is a kind of hysteria which we, thank God, do not suffer from. The doctor.....says she ought to be placed in a sanatorium and undergo proper treatment, but that would attract to much attention and it would immediately be said that se was mad.....It is her idée fixe that everyone is against her, which of course shows that it all comes from her nerves. I hope that when she gets up she will see that she dare not fiddle with her leg and will no longer fill herself with medicine, which she was doing as well, for there is fundamentally nothing wrong with her except this artificial sore on her leg, which has now ben there for eighteen months after she had the same on her arm, and that ended in gangrene......"