In the book "Alice, grand duchess of Hesse, princess of Great Britain and Ireland, biographical sketch and letters", Alice writes on January 18th, 1875:
"My little May has such a cold, which lessens her usual smiles. She is a fine, strong child, more like what Victoria was, but marked eyebrows, with the fair hair and such speaking eyes. She and Aliky are a pretty contrast ! "
On July 28th, 1877:
"The two little girlies (May and Alix) are so sweet, so dear, merry, and nice. I don't know which is dearest, they are both so captivating."
And on April 9th, 1878, she writes:
"Angeli is quite lost in admiration of Aliky and May, who are, I must say myself, such a lovely little pair as one does not often see"
That's all I found that she wrote on them together.