Thank you for your reply. The birth date of Alice is not known to the family and strangely I can't find any of the family members in the 1939 register, not even the children.
I never came across a case like this. Yes, you can reach a brick wall sometimes but to not find 6 people in the 1939 register?
Alices' grandson is 100% sure that the family never left the UK.
I've looked up the London area but I've just read that the 1939 registry was taken at the end of September 1939, WW2 started 1st of September 1939. There was this "Operation Pied Piper", where they started to evacuate children from the bigger cities to the countrysides. Do you think they could have been one of the first ones to be moved? But then I should be still able to find Alice and her husband.
EDIT: I've looked up and I still can't find them :(.