That is one dramatic headpiece!
What is she holding? Was it a model of something (looks like a cathedral), or was it actually a box of some sort?
I have very, very little interest in this Queen, but I have always felt that she hoped that she had the flair to replicate "romanticized" accessories and stances/poses of the Mediaeval/Byzantine periods in costume, crowns, photographic sessions, etc.
IMO, as to the box held, it could potentially represent a model (as shown in true Mediaeval/Byzantine art of the periods) of the financially-backed donation of an actual church from herself or the royal family. Potentially it could also be a reliquary of some sort.
In humour (though no one has suggested such), surely she would not be so ostentatious as to display her own jewelry box ! Regards, AP.