Marie definitely looks like she has a c-section scar. Were the modes of deliveries for Henrik and Athena made public? I know they aren't always made public but most of the time they are.
Henrik was born very early in the morning, so I doubt they would plan a c-section that early. Athena at around 8:30 a.m., typical surgery time I guess, but they never officially announced it as far as I know.
They actually do c-sections at all times of the day, at least where I work. Yes, the mornings are when most are scheduled but if something comes up or if there's a problem with delivering, they will do a c-section whenever. But maybe Henrik was born vaginally and Athena by c-section. The scar does look like a c-section scar to me as well.