I could not find any reference in previous books, and have never heard the story. The couple had to hide their meetings from his father between 1959 and approximately 1965. It seems unlikely they could have been in London in 1961, with other royals knowing and the Norwegian King not knowing?
There have been a couple of more recent biographies in Norwegian I have not seen
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Is there any bio of the King or Queen that confirms her presence in LOndon during the DoK wedding ?