A new marriage of Alfonso with one of the Montpensier sisters was indeed discussed and it almost nearly took place. Alfonso chose to marry his cousin and sister-in-law María Cristina, who was five years his senior. But this infanta died within a few months of tuberculosis and Montpensier's ambitions were finally shattered!
In that list of the Montpensier children another one should be included: infante Luis María, who lived between 1867 and 1874.
About Luis Fernando de Orleans, he must have been a very unstable man. He was almost a drag queen in his younger years and he had a public affair with a Portuguese nobleman (whose name I haven't been able to find out!) with whom he engaged in parties in which alcohol, drugs and sexual orgies where involved. Because of his scandals, he was stripped of his title of Infante by Alfonso XIII and he cut off with his family. When he ran out of money he married Marie Say, who was 31 years older and very rich. After spending all her money, he abandoned her with all his debts and started a new life of parties and sexual adventures. In 1939 he announced to the press that he was intending to divorce his wife in order to marry Thelma Atterby a very rich Northamerican citizen aged 20 (he was 51). Thelma's family came quickly to Europe in order to save their young relative of Luis's spending habits... After putting away this idea, he returned from time to time to his wife's house, where he would talk with her an ask for sugar (Marie was the granddaughter of a man who had been very rich because of his sugar industry!). His died in 1945 without any relative (as far as I know) attending his burial and funeral.