It is very interesting how family stories are passed down. Perhaps the name Baillie had suggested the Scottish aristocracy that my relations were sure was the case. They even thought that Sandringham House was owned by the family!
A relation thought Constance may also have the name Angela as one of her names. That does seem to just an error. She a few years later, died of dementia and therefore it was very probably a confused moment.
Perhaps the war brought her sisters to Chelea and the barracks or were introduced to future husbands by Constance. Thanks Mark