I don't know why people think this person or that person "should" have been at the wedding. It's a private, family wedding, not a state or official event. In the case of Queen Elizabeth's grandchildren, they are third cousins to Theodora, so they're not exactly close relatives.
As far as Frederik or Felipe, I wonder if the groom's ongoing legal problems had anything to do with their non-attendance. His license was suspended again a few weeks ago, this time with a much bigger threat of permanent suspension. The sovereigns might be a little reluctant to associate themselves with all that.