There is some similarities between the nightmares and the three alices but I don't think they are directly related. The souls of 3 nightmares have a description that could also be applied to the 3 alices, especially the way they act at the end of H end or their respective E endings. However, the main reason I don't think the alices are the nightmares is what happens in G/F end. After the initial 3v3, Jabberwock uses her curse to annihilate Bandersnatch and Jub Jub, so why doesn't she do that in H end? I rather think that them appearing at the end of H end was them finally getting out from under crawling one in the chaos over Grimm making his own escape. It's really hard to tell either way though since it happens so close to the ending that there is not much to go on and lots of things are happening offscreen, probably to leave it a bit open ended so there's room to write in 3. We'll have to patiently wait until then for real answers, if we even get any.