The out-sized coronets came in only in 1937 because George VI wanted his daughters to wear something and they were really too young to manage the intricacies of a standard-size version. Princess Alexandra may only have been following suit.
The convention on tiaras is that they are worn by ladies only after marriage. That rule too was broken in 1902 because Edward VII liked to see his women in as much jewellery as possible.
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