These arms were granted to Mary, Crown Princess of Denmark in 2006, upon her marriage to Frederik, Crown Prince of Denmark, and were designed by Danish heraldic designer Ronny Andersen.

Per Wikipedia:

With the marriage in 2004, Mary was honoured with the Order of the Elephant, and her father John Dalgleish Donaldson with the Order of the Dannebrog. In accordance with the statutes of the Danish Royal Orders, both Mary and her father were granted a personal coat of arms, this for display in the Chapel of the Royal Orders at Frederiksborg Castle.

The main field of Mary's coat of arms is or tinctured and shows a gules MacDonald eagle and a Sable tinctured boat, both symbolising her Scottish ancestry. The chief field is azure tinctured, and shows two gold Commonwealth Stars from the Coat of arms of Australia, and a gold rose in between, depicted as her personal symbol. Above the shield is placed the heraldic crown of a Crown Prince of Denmark.

The coat of arms of her father is almost identical to that of the Crown Princess, but a gold infinity symbol is depicted (symbolising his career as an Australian mathematician), instead of the gold Rose. Above his shield is instead placed a barred helmet topped with a gules rampant lion, which is turned outward. The lion is derived from the Scottish coat of arms, and also from the arms of Tasmania and Hobart.

Both coats of arms were approved in 2006, and placed in the Chapel of the Royal Orders in 2007.