Maybe there were no Alice at all? In the diary back in Principal's Office we read that "Polly have no known family members." (That was "Maybe?" added just to trick us? Idonno)
In ending "Save the Abyss" we gain last action, where someone's hand hold revolver and tries/doesn't shoot in Polly. And, it is pretty obvious - that this hand belongs to Alice (Judging by coat and nails.) So... I think that all time due game, WE (The player) always were Alice. Plus Polly draw them as Angel and Demon back in prologue... So, i don't know? Maybe Alice observes Polly from Heaven or whatever state she is, after she died by suffocation? And Alice keep resurecting Polly over and over when she fells? Or it's just me, looking for purpose somewhere where there's none?
But i'm sure that Margo is Margo, the different person. Because Margo done a lot of horrible things, and ended in Abyss. Margo even has same collar as Polly. So, after all that - i can say that Alice never were in Abyss, but always watched Polly on her path.
Maybe it was her last wish, maybe she became something else entirely. But, that's my theory.
I just can't understand a bit - why Alice doesn't shoot Polly when she saves her full strengh, and tries to when Polly lost something of her Demonic parts?