If you want to know more about Caroline Matilda and her relationships, then a good book to read is "George III and his troublesome siblings" by Stella Tillyard. It gives a good account of CM's life. It was published last year. Another good book is "Caroline Matilda: Queen of Denmark" by Hester Chapman. It was published about thirty years ago so it's hard to find a copy.
I'd always felt that it was particularly harsh that CM wasn't allowed to return to England after leaving Denmark (I think that initially George III wanted her to come home but his wife, Queen Charlotte didn't want to have a "fallen woman" corrupting her daughters and insisted that she be sent to Celle instead). However, Stella Tillyard suggests that CM herself wasn't that bothered. CM had a lot of her mother's toughness and sense of realism, that she had come to view Denmark as her only home, and that her sole aim was to return there to reclaim both her children and her position.