The surname of the new royal family would be naturally MacDuff and we would see many differences with OTL in the titles of the royal family as George V was responsable of many of the changes in the titles of the royal family (the Windsor surname, the restrictions on the HRH, the stripping of the German titles for the English princes or of the english dukedoms for the german cousins)... Louise's husband will live longer than OTL as his death at the end of January 1912 was almost surely a direct consequence of the shipwreck of the previous December in which he will never be involved here. Louise will stay as Saxe-Coburg-Gotha, Alexandra will be Duff and then will depend on her husband (Schleswig-Holstein-Sonderburg-Glücksburg if she marry Christopher, Saxe-Coburg-Gotha again if she marry her OTL husband Arthur of Connaught). Fife, Connaught/Christopher's Royal Dukedom (if he will have one) will likely become the new surname of the Royal family
Louise was already married to Fife before her brothers' death so that will not change anything...
If her younger sister Victoria will marry Adolphus she will marry HSH the Prince Adolphus of Teck, heir of the Duke of Teck (morganatic branch of the house of Württemberg but still on the same level of mediatized houses so perfectly acceptable as consorts for royalty).
May of Teck will cry for her fiancè and his brother and then search another husband (maybe Ernest Louis of Hesse will be interested in marrying her instead of Victoria Melita if the latter and Kirill will be more determined and do not let their relatives stopping their desire to marry? Or May as second wife of Paul Alexandrovich also would be interesting)
Although I particularly regard Adolphus as a good party, Victoria and Louise despised the teck for being of German ancestry perhaps, so it would be somewhat difficult for Victoria to marry him. On the title of the family = Macduff seems more appropriate if Alix married Christopher it would be a mistake to adopt an English surname whereas if she married Arthur an Irish surname (I am not sure) would not be appropriate. I do not know much about Ernest to know if they would make a good match but i would particularly prefer May and Paul