There doesn't appear to be an intended significance for the audience to know
There's nothing in the script for that scene that draws attention to the 'brace'. The camera doesn't focus on it in close up, and no character makes reference to it.
EXT. FIELD - DINING AREA - MINUTES LATER
Siv gestures in the direction of a CARRIAGE, just beyond the tables. Its back sports TWO UNLIT TORCHES. Several girls (six to pull the carriage and six to accompany it) surround it. One GIRL scatters flowers to create a PATH between Dani and *the carriage. Dani RISES. Everyone else stands up, too.
Can Christian come with me?
No. The Queen must ride alone.
Dani pauses to accept this. She steps onto the floral path and approaches the carriage. On the way, Hanna offers her a LONG, FLAMING STICK. Dani accepts it. Hanna motions to the carriage’s unlit torches.
Dani walks to the carriage, extends the stick’s flame toward the torches, and sets them each AFIRE.
Hanna takes the stick back from Dani, and gestures for her to enter the carriage. A TRADITIONALLY DRESSED MAN stands beside the carriage door. He hands Dani a VIAL OF HOLY SPRING WATER, and offers Dani his hand (for support) as she contemplates entering.
It's presumably either part of her standard attire (which seems unlikely as it's only seen in the later scenes), decorative for the ceremony, or functional to support an injury.
Additionally, we see other characters with orange touches to their white outfits, such as the headpiece of the Hargan men who light the torches: