Princess Alice developed her interest in nursing during the Austro-Prussian War. She nursed injured soldiers. She became interested in improving sanitary conditions in hospitals and worked to improve them. The Alice Hospital in Hesse-Darmstadt was named for her.
I think Alice's interest goes back farther than that. It was she who tended to her father during her last illness, and then to her mother during the severe depression that followed. She also began corresponding with Florence Nightingale, but I'm not sure if this started before or after the Austro-Prussian War.
I'm not certain if Helena followed her sister into this cause, or if her interests developed separately. Alice seemed more "hands on" in nursing, whereas Helena seemed to concentrate more on fundraising.
Helena: A Princess Reclaimed is Helena's only biography. It's written rather strangely, but it does contain some information on her that I haven't found in other sources. John van der Kiste wrote
Victoria's Children, which may have some additional information on Helena. She's practically unknown next to Vicky, or Bertie, or a few of Victoria's other children.