Her brother George I of Greece suggested that she have the baby in Athens to avoid scandal; the Danish press was told Thyra had been taken ill with jaundice.
Kakaknya, George I dari Yunani menyarankan agar ia melahirkan bayinya di Athena untuk menghindari skandal; pers Denmark diberi tahu bahwa Thyra sedang sakit karena penyakit kuning.