Issues:
There were some recipients not listed as member of the order in the register included in Risk et al’s Royal Service Volume II, but evidence exists of them most definitely wearing the insignia.

Most of the official sources say there were no further appointment’s after the death of Queen Victoria.

HRH Princess Beatrice of Edinburgh (born 20 April 1884), later HRH Duchess of Galliera is listed at the end of the section of second class appointees, with an * which notes, “* There would be no record of the date of the award of the Order to Princess Beatrice of Saxe-Coburg and Gotha as she then was. The strong probability is that she was given it at the time of her Confirmation in July 1899.”

• HRH Princess Patricia of Connaught (later Lady Patricia Ramsey), born 17 March 1886

Princess Patricia’s older Sister, Margaret (born 15 January 1882) was appointed to the order after her confirmation in March 1898 at the age of 16. I would have assumed Patricia would have followed the same pattern and received hers upon confirmation, four years after her sister, roughly March 1902 – 14 months after Queen Victoria’s death!

She first appears wearing the insignia of the second class in photographs alongside her mother and sister of their attire for the 1902 coronation.
https://www.rct.uk/collection/2810132/the-duchess-of-connaught-with-princess-margaret-and-princess-patricia-of

• HH Princess Victoria Eugenie of Battenberg (later HM Queen Ena of Spain), born 24 October 1887

Following Queen Victoria’s standard procedure I would have expected Princess Victoria Eugenie to have been appointed to the order upon confirmation around October 1903 – 33 months after the death of Queen Victoria!!

There is a photo of Princess Beatrice and Princess Victoria Eugenie in their dress for the 1902 coronation https://www.pinterest.com.au/pin/AasFJNXruHBFcSSSenW-Zfxn_p6l_KoS4PZ1lnFhF7CKhstmhVvAhmA

from my eye I can’t quite see the young princess wearing the insignia of the second class VA.

However by the time of the wedding of HRH Princess Margaret of Connaught to HKH Prins Gustav Adolf, Duke of Skane in July 1905 she was wearing one of the jewelled badges.

HRH Princess Patricia of Connaught, HRH Princess Beatrice of Saxe-Coburg and Gotha, and HH Princess Victoria Eugenie of Battenberg were the bridesmaids for the Connaught-Bernadotte wedding.

All three wearing the insignia of the VA 2nd class. HRH Princess Mary of Wales (wearing Queen Victoria’s diamond jubilee medal and King Edward VII’s coronation medal) was flower girl.

We know from the note above, and a similar note about the unknown date of appointment of The Viscountess Churchill to the 3rd class of the order some time in 1901 "exact date of appointment is unknown" that there were irregularities in the order's register at the end of Queen Victoria's life. As her two youngest grand-daughters were the only ones that had not yet received the Order (as usually expected to be conferred upon their confirmation), I propose that the order's register of members was not updated after the death of Queen Victoria, and the King Edward VII gave the insignia of the second class to the two princesses, either soon after their grandmother's death, or as originally planned by her, upon their confirmations (and he likewise may have given the 3rd class insignia to Viscountess Churchill if she was the only one of Queen Victoria's ladies of the bedchamber who did did not hold the VA at the time of Her Majesty's passing.)

While HM Queen Victoria' statues for the Order of Victoria and Albert show her intention that the order should continue under her heirs and successors, the new King Had other ideas. In making these final appointments, His Majesty was probably privately tying up some loose ends so he could then rule a line under the order. For in the lead up to his coronation in 1902, HM King Edward VII had created is own order and distributed its insignia to his close family. (More on that another day)