The orange and purple petite is almost certainly the one to the palace. She's called Princess Moondust in the UK, I can't remember what the US call her (something different, maybe Magic Star)? If you have the castle there's a good chance the white petite (Kingsley in the UK, don't know the US name) with yellow hair is also lurking around somewhere.
Good luck on your search.
The most expensive Petites tend to be the glowing ones and tropical, etc...I don't know about playset ones. They are super cute though
congrats on your find.