She was a fashion icon through the end of her husband's regn in 1910. That spans the Early Victorian, Bustle Era, and Belle Époque in the way this Site divides the recent past. Her family, the Glucksbergs, lived in the shadow of the Oldenburg family until Frederick VII died in 1863. She shared her drafty bedroom with sister Dagmar who got the one job more opulent than Queen Consort of the United Kingdom - Tsaritsa. In 1863 dynastic politics decreed an end to the Oldenburgs so her father became King Christian IX.
She married one of the great philanderers of history, Albert Edward, then Prince of Wales. He was a member of the Wettin family that had been the Hanover family in England prior to the marriage of his mother, Queen Victoria, to Albert of Saxe-Coburg Gotha. World War I ended any thought of the UK royal family being the Wettins from Saxe-Coburg Gotha - the family took the name Windsor. Albert Edward comes to us as King Edward VII and his reign and the pre-World War part of King George V's reign, are the Edwardian era.
Queen Alexandra's Wikipedia article is here.