A bit of confusion here between various royal ladies. The Connaught daughters were Margaret and Patricia. Margaret married the future Gustav VI of Sweden in 1905, so was in Sweden at the time of her mother's death. This presumably prevented her from attending the funeral.
The two 'royal Mauds' were Edward VII's daughter, Queen Maud of Norway (presumably also unable to attend the funeral), and Edward VII's granddaughter, Maud of Fife, who was Princess Arthur's younger sister.
So the question is, which of these ladies in veils is Princess Patricia, which Princess Arthur, and could one of the others be Maud of Fife.
I'm interested that George V's third son, the future Duke of Gloucester, was at the funeral in the uniform of Eton College Officer Training Corps (looking like a private soldier). Interesting too that he was already noticeably taller than his elder brothers.
Ann