I can't speak for Eric but it is documented in several biographies that Ducky broke all her ties to Darmstadt after her daughter died. She laid her Hessian Order, a medallion, on her daughter's coffin as a final gesture "that she had made a final break with her old home." on her daughter's casket. No letters turned up for use in any of the bios on Ernie or Victoria Melita. And it was pretty common practice (unfortunately for historians and biographers) for royals to burn letters--Irene, Elizabeth Alix all burned correspondence as did their aunt Alexandra of Great Britain--who, along with Edward VII, burned tons of letters to/from.