What I do in the case of women who marry into another royal house, I have them in their country of birth UNTIL they get married, when they switch to their spouses. So for Maria Feodorovna, she would be under Denmark until 1866, when she married Alexander III. Alexandra remains in Demark until 1863, when she switches to England. Empress Frederich (Vicky, Queen Victoria's daughter) stays in England until 1857 when she married Fritz. That's how I do it anyway.