Princess Irene of Hesse
It means “of the Holy Trinity” (God, Jesus and the Holy Spirit). I think that Elena and Cristina don’t have the “de Todos los Santos” names because they have other Religious names since Cristina has the “de la Santíssima Trinidad” and Elena has the “Dominica de Silos” (in honor of the Saint Dominic of Silos”). The only family surnames Elena, Cristina and Felipe have are “Borbón” and “de Grecia” so, “de Todos los Santos” is a middle name just like “de la Santísima Trinidad” and so on. I hope it helps!
I’ll keep you in my thoughts and prayers.