Both said that there was no documentation for Prince George's use of the Crest. The Danish Court reiterated that, even by the time of Prince George, the Danish Kings had long since stopped using Crests. The College of Arms can find no evidence of a Grant in Great Britain for the Prince.
The blue Demi-Lion Crest of the Counts of Rosenborg is simply described as being from the 20th Century.
I can only conclude that the use of this Crest, as opposed to the Medieval ermine Ox Horns with Peacock Feathers, can at best be described as 'traditional'...