Hi,
That picture was taken in 1925 after her sister died. Minnie is attending a memorial service at the Russian Orthodox Church in Copenhagen for Alexandra. You will notice that she's all dressed in black velvet.
Also, you may notice that she looks a little surprised at having her picture taken.
I heard a story, years ago from a Danish friend, that she asked her Cossack at seeing the man with something in his hand pointed at her, "Assassins?"..... "No, Your Majesty, photographers." --- "Worse!", replied MF.... Funny, if it's true!!!!!
Larry