Was she actually born a princess of Norway, as well as Sweden? The reason for my asking is that as of 1901, the two crowns were still united. I'm assuming that she lost her Norwegian royal title four years later -- correct?

If so, she regained it later on, with her marriage in 1929 to the then-Crown Prince Olaf. So life came full circle for her: it's just unfortunate that she didn't live to become queen.