Our western societies are based on male dominance:
In almost all societies the wives would assume the station and position of her husband upon marriage:
any girl marrying a duke would become a duchess, there were (are?) no duchesses in their own right, but for example a dowager duchess who married a Mr. Smith would become Mrs Smith rather than him becoming a duke.
There are countless examples of this (See Norway>> Princess Ragnhild, Fru Lorentzen and Princess Astrid, Frau Ferner, the husbands were probably offered a courtesy title but only because this is royalty, not aristocracy)
PeDe in Austria until the fifties woman would even share in their husbands academic titles (Die Frau Doktor probably never even attended secondary school, only her own wedding - a female Doktor was called Die Doktorin)
So in any case I would assume Mary title would be the same as Maxima's and Letizia's:
Her Majesty, Queen Mary of Denmark
That was not only in Austria, but in Germany as well. I remember the wife of our Hausarzt being called "Frau Doktor", and I thought it ridiculous then let alone today.
re: Yrma...yeah, well, we all know it is going to happen