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It seems plausible that all three have a connection. Rena, at least, I can see as being a part of the noble family what with the tradition of sending important daughters off to Gaurderobe(sp?). We're pretty sure she had a kid around the same time as the princess that everyone is so worried about was born, and if that's true then both babies would have a claim to the throne.
Additionally, all three of them share resemblances with the possible parents: Nina shares the late queen's eyes; Mashirou the queen's hair color; Arika's eyes exactly match Rena's and her hair "shape" is very similar; Mashirou's hair is also similar to Rena's and her eyes are similar as well; Nina shares a darker hair color with Rena and (I think) the late King. Arika can't be the daughter of the King and Queen because she doesn't share any characteristics with them: eyes, hair, coloring, face, etc... however she shares many characteristics with Rena and the rest can be explained by the mystery man who impregnanted Rena (who still hasn't been revealed).
Given that we've only seen Rena hold one child so far, my guess is that she only had one kid. We've never seen the King and Queen with anyone except Rena, towards which the Queen seems to have a fondness. Thus why I think it's plausible that Rena is part of the family. The other point here is that we have no idea who Nina's parents are because they're purposely never mentioned. I think this is important to note because, in the event that she's not the princess, this can be a very strong plot device. However, Mashirou was merely found and declared to be the King and Queen's still quite young daughter.
In my mind, the question here is more "who are their parents" rather than "who is the queen?" As one can see, there are many ways for all of them to have connections to the throne. Did someone have two kids? If it was the King and Queen, why didn't anyone know about the second child? If it was Rena, why does she only save one girl? If no one had two kids, then is one of these three really a nobody, or are their parents also important? It seems all three are important. Arika, in my mind, is Rena's daughter and has the GEM. Nina, in my mind, matches the King and Queen better than Mashirou. In that case, who is Mashirou? Well, the only thing making her important at that point in the theory is the Harmonium.
Theories abound.
- Kira
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