King Edward VII and Queen Alexandra, then Prince and Princess of Wales, had 5 children who survived infancy: Prince Albert Victor, Prince George, Princess Louise, Princess Victoria and Princess Maud. (The one son, Prince Alexander John, only survived a day.) As the long-suffering Prince of Wales, HRH The Prince Albert Edward – to give him his full name, but known as Bertie – had a long wait in the imperial shadow of his mother, Queen Victoria. Heraldically therefore, the 5 children were each granted a Coat of Arms – or, rather, had a Cadency Label assigned to them – on maturity as the Children of the Heir Apparent, as distinct to any other Grandchildren of a monarch through the male line.
As a rule, the label for a grandchild of any armigerous head of the family, let alone a monarch, is of 5 points. The exception is the Eldest Son of the Eldest Son – in this case Albert Victor - who traditionally has a three-pointed label. At this time it was charged with one central red St George's Cross. The British Royal Family, as we have seen, has settled on the colour white, or Argent, which is, I believe, reserved for them. The label is then differenced by certain symbols or Charges and for this generation were as follows:
Then HM Queen Victoria passed away and Bertie became HM King Edward VII. Prince George became The Prince of Wales and as such was assigned the plain three-pointed white Label traditionally reserved for the Heir to the Throne. The anomaly is that George's living siblings retained their 5-pointed Labels and for Louise and Victoria, apparently, the Coronets too all their lives. They were never upgraded heraldically to Children of a Monarch, even though their titles were. In fact, as King Edward's eldest sister also died in 1901, he was in a position to appoint his eldest daughter, Louise, Princess Royal. He even announced that her two daughters, Alexandra and Maud, should be Princesses with the dignity of Highness and still apparently didn't rectify the heraldic anomaly. And neither did their brother.
When her husband was elected King of Norway in 1905, dropping his given name of Carl and adopting the name Haakon, Princess Maud became Queen of Norway and therefore no longer really had need of her maternal Coat of Arms. But her sisters did.
It is difficult to find photographs of these Princesses at coronations, especially compared to the many of the Connaughts, to compare Coronets after Queen Victoria died. The only one who survived and was able to attend HM King George VI's Coronation was Maud, even though, at that time she was herself an anointed queen. She attended in her capacity as a British royal by birth, but it may have been as much to do with Queen Mary's desire to show solidarity after the Abdication as neither Queen should by tradition have been there. Of course, being Queen of Norway, though, Maud had no need for a Coronet...
Any relevant information would be gratefully received.