The Alexandra cocktail mentioned here probably refers to a Brandy Alexandra (sometimes known as a Brandy Alexander). It is said to have been invented on the occasion of the marriage of Princess Mary (Victoria Alexandra Alice Mary Lascelles, née Saxe-Coburg and Gotha), the only daughter of King George V and Queen Mary, to Viscount Lascelles, on 28 February, 1922.
A Brandy Alexandra consists of brandy, cream, and the dark version of the chocolate liqueur, Crème de Cacao.
It was a modification of a cocktail known as an Alexander, which was made with gin, cream, and light Crème de Cacao.
Alexandra is also the name given to another kind of cocktail which is made using Tia Maria, rum, cream and cocoa cream.
There are various different recipes available for these cocktails which reflect the confusion that has arisen with the similarly-named drinks.
Watch a Brandy Alexander (Brandy Alexandra) being made: