This is the passage in the Queen's letter, Feb. 7, 1881 that I was referring to:
I am thinking now so much of seeing you again & hope dear Papa will allow you to come & go with us to Scotland again & stay on a little bit afterwards. [Ref: "Advice to my Grand-daughter," p. 30]
The invitation to visit the Queen would have fallen in the Autumn of 1881 and it appears that the Queen stayed in Scotland until mid Nov. when she returned to Windsor through the holiday season. I, therefore, took Queen Victoria's invitation to mean that Princess Victoria and possibly the other children would stay with the Queen in Scotland and then "stay on a little bit" at Windor Palace through Christmas 1881.
However, I see now in my haste to authenticate Anna's letter, that on closer observation of the passage quoted above does not include the other Hesse children and appears to have included just Princess Victoria.