Before her marriage, Thyra fell in love with Vilhelm Frimann Marcher, a
lieutenant in the calvary, which resulted in a pregnancy. Her brother
George suggested that she have the baby in Athens to avoid scandal; the
press was told Thyra had jaundice. She gave birth to a girl on 8
November 1871, who was adopted by a Danish couple. Marcher killed
himself on 4 January 1872 after a confrontation with the King.