The barely seventeen-year-old Princess Cecilia of Baden (1839-1891) married on August 16, 1857 the Grand Duke Mikhail Nikolayevich Romanov (1832-1909), the youngest son of Tsar Nicholas I and Tsarina Alexandra Feodorovna. Prior to marrying, it was necessary for Cecilia to accept the Russian Orthodox faith.
So she was baptized on August 15, 1857 in a ceremony, being given the name Olga Feodorovna Ольга Фёдоровна.

Her jewelry is famous, and her sapphire parure was later owned by two of her children the Grand Duchess Anastasia Michaelovna Grand Duchess of Mecklenburg Schwerin and her Grand Duke Mikhail Mikhailovich Romanov, who sells them to Henry Lascelles, later the Earl of Harewood, it was his wedding gift to Princess Mary of Great Britain, see in the picture below.

She wore it as stomacher and devante de corsage, or used single ornaments as brooches. The Princess Royal had no pierced ears, so she wore no earrings.

Sapphire Diamond Necklace of the Grand Duchess Olga Feodorovna | Harewood Sapphire Necklace

Sapphires Romanov Jewels and Diamonds of the Grand Duchess Olga Feodorovna

Romanov Jewellery of Grand Duchess Olga Feodorovna| Sapphire and Diamond Tiara Sapphire Stomacher

Grand Duchess Anastasia Mihailovna Romanov Imperial Sapphires | Sapphire Parure of Grand Duchess Olga Fjodorovna

Diamond Fringe Kokoshnik Romanov Jewellery of Grand Duchess Olga Feodorovna| Diamond Tiara

The Romanov sapphire and diamond necklace, was sold, but two items in knot design are still worn by the Countess Harewood, Andrea Lascelles on her wedding day and later when she was seen with Queen Victoria’s Sapphire Coronet, probably as earrings.

The Princess Royal’s Sapphires – Queen Victoria’s Sapphire and Diamond tiara| Important Sapphire