There are photos of Laura Bush accompanying President Bush at a private audience with John Paul II at Castel Gandolfo wearing a black mantilla, as well as Nancy Reagan looking elegant, as usual, in a black outfit with a black mantilla at an audience with JPII while accompanying President Reagan.
I don't think Queen Sofia would make such a faux pas, but one never knows.
And then there is the exception to the rule. In April, PM Tony Blair's wife received a surprise invitation to the Vatican. Normally she would have worn black but on such short notice, it was not possible to change.