Princesses Margaret and Patricia of Connaught are the daughters of Luise Margaret of Prussia and Prince Arthur of Britain, Duke and Duchess of Connaught. Margaret was born in 1882 while Patricia was born in 1886. Margaret married Crown Prince Gustav Adolf of Sweden in 1905 while Patricia married a commoner, Allan Ramsay who later pioneered naval aviation in the UK, in 1919. Margaret died in 1920, Patricia in 1974 when the UK was retiring its conventional aircraft carriers.
Their brother Arthur married Alexandra, daughter of Princess Royal Louise, the Duchess of Fife. Alexandra was born in 1891 and lived until 1959.
Margaret's Wikipedia article is here, Patricia's Wikipedia article is here, and Alexandra's Wikipedia article is here.