Helen, I've been searching thru my various references and documents and so far, nothing. But I will keep trying.
The one thing I thought of and haven't had time to check out is a book about Princess Alice that Greg King used in his bio of Alexandra......it's made mention of on the Survivor Theories forum, but I haven't gone back in there to see which book it is. Still, you could email Greg to ask him about it and if he knows...