I find it interesting that Thyra was considered marriageable at all after having an illegitimate child. It must have been hushed up very thoroughly indeed.
Just to give a flavour of the views of the time (slightly later, but probably no different), my paternal grandmother was six months pregnant when she married her first husband in 1906, and her family treated her as practically a fallen woman thereafter. Things didn't really improve even after she was widowed. One of her sisters was also pregnant when she marrried, and she and her husband moved to London (from Liverpool) to get away from all the disapproval.
Ann