I am not sure that the article is correct.
In Banker's Cup there were only seven starters and Rose Denmark was placed third (she was also third the following year). There was no failure to weigh in, not according to the VRC, historian Andrew Lemon or author Maurie Cavanough. I think the adage 'you can't always believe what you read in the newspapers' applies.
The writer may have been confused by the judge not declaring third place in the 1866 Cup because he maintained Falcon had worn the wrong colours. The stewards confirmed Falcon third although many bookmakers refused to pay Falcon for the place arguing that only the judge had the authority to declare placings.
However, the old Miller's Guide Melbourne Cup results contains the footnote :
Note: Rose Of Denmark's jockey did not weigh in and she was subsequently disqualified although most record books still show her as the third placegetter.
It is a significant fact for the likes of Lemon and Cavanough to overlook - and given that the press at the time reported no such thing I suspect it is a furphy.
While on Rose of Denmark it is worth pointing out that she was probably the best bred mare ever imported to Australia by the 'Emporer of Stallions', Stockwell, from the 1855 English Oaks winner Marchioness.
Marchioness was also imported to Australia with Rose of Demark (in utero ?). She produced the VRC Derby winner and leading stallion Angler (x Fisherman) and the massively expensive and champion colt Fishhook (x Fisherman). Rose of Denmark produced Florence (x Boiardo), the first horse to win Derbies in three colonies/states; Hamlet (x Maribyrnong), winner of the Sires, Champagne, Derby and St Leger; and Hamlet's brother Horatio, winner of the Great Metropolitan.