There were photos of Cristina's daughter Irene with Elena's daughter Victoria together at the funeral, so we know those two still associate. I would imagine that the siblings (Felipe, Cristina and Elena) still communicate but Cristina's past actions have made it difficult for Felipe and his family to be seen with hers. Because of their position within the monarchy, Leonor and Sofia would only socialize with the Ungandarin family under the radar. Because of their proximity to Juan Carlos they have to be seen as that much cleaner.

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