How are these ladies related and what is one thing they have in common via that relation?
Alice, Countess of Athlone and Carlota, Empress of Mexico are first cousins, twice removed. They are both daughters of men named Leopold.
Carlota was born Charlotte of Belgium, daughter of Leopold I. Leopold’s sister was Victoria, Duchess of Kent and mother of Queen Victoria. Alice was Victoria’s last surviving grandchild through her son, Leopold, Duke of Albany.