Yes, I've just read somewhere that she lost one of her own brothers, Fergus, at the battle of Loos during WWI. She loved her brothers, it's obvious when you see the photos of her with her brother David. I saw a special once on Glamis Castle which was their childhood home. David and Elizabeth were great pranksters, and Elizabeth was called the Merry Minx by her family for her high spirits and the tricks she played on others. She must have been a charming child.
Here's a sweet photo of her from the old days. The caption said she was with an unidentified friend, though it could have been her brother David; they were close in age.