Alexandra had a smaller-scale version painted as well as a segment of her, Bertie and Eddy (exactly as they are in the full version). It seems that most of the children and Louise & Christian had their sections done as separate pictures as well as the group. L&C's section is at Frederiksborg, I believe, as are many of the other small group portraits.
Tuxen did the preliminary sketches when the group was gathered in Denmark for Queen Louise's birthday as well as the background and composition. There's a copy of a preliminary portrait--minus Nicholas, George V and the future Christian X--from the background and Alexandra of Greece isn't next to Queen Olga. The figure of Misha is also slightly different. Misha is actually different in all 3 incarnations--the sketch, Queen Alexandra's copy and the finished picture. There were some additional changes to QA's version and the dog beside the Tsar is omitted and more of the ceiling (of the Garden Room) was shown. Her version was at Marlborough House, then Buckingham Palace and then returned to Marlborough House when she was widowed.
There were several photos of various family members (individually and in small groups) that were used to supplement the sketches that Tuxen did. Several of the photos were later published in magazines and in postcard/cabinet card form. The figures of Louise & Christian in the portrait are almost identical to the photos. Tuxen also travelled back to Denmark when the Greek royals were visiting and to Russia where AIII sat for him (and where one of his aides put on his uniform and took his place for some time). The segment he did here of MF, AIII and Misha was done at Gatchina in 1884. He also went to Gmunden in the fall to do the Cumberlands and then onto England to do the Waleses.
QV was impressed enough to ask Tuxen to do Beatrice's wedding (which he declined) and then later her own family gathering.