Arps/d'Aubert/abt 1862/Denmark/Germany

Hi - I am looking for the Grandparents and mother of
Helene Jeanette Mathilde d'Aubert. It is tradition in our family that the d’Aubert’s were a wealthy French Protestant family of nobility which settled in Denmark for religious purposes (Huegonots), where they were close with the Danish Court and Danish society. While unmarried, the King took a liking to the d'Auberts' daughter. A relationship developed without marriage. Their child, Helene Jeanette D'Aubert, was raised, with the support of her father, the king, in Denmark/Schleswig - Holstein. Against her parents wishes, she married a commoner, her tutor, Lutheran clergyman, Adolph Arps. Helene (b. abt 1842) is my husband's great grandmother. We are seeking information on the d'Aubert family and the Arps family.