Crown princess Mary and her lady-in-waiting, Caroline Heering, made a visit to Vollsmose, a suburb of Odense with a large immigrant and refugee community. Vollsmose has often had a crime related connotation.
The day ended with a reception visited by both the crown princess and a delegation of immigrant locals.
Mary was in the very first stage of her pregnancy with Isabella. It's possible she wasn't aware of the pregnancy yet.