I'd be very surprised if her sons were not informed. One thing I wonder about is who exactly makes these decisions. Surely in a constitutional monarchy the elected officials are very much involved in a decision like this, as was certainly the case when Sweden ended male primogeniture.

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According to the Danish broadsheet Politiken, in an interview with Countess Alexandra, her sons were not informed and it has come as a shock.
If that is true, it seems like an amazingly ham-handed thing to do. Hopefully there is more to the story!