Alice Luxley is one of those wonderfully thematic cards that exists in the wrong class of investigators for playability. Guardians as a whole want to kill the enemy standing in front of them instead of investigating to get a clue first. In addition to that there aren't many eligible investigators that even care about the +1.
The ideal investigator for Alice would be a strong evader and cluegetter. This combo doesn't exist within the Guardian class and most of the secondary Guardian classes. There are some combos that can trigger Alice's damage without evasion but they are usually not easy to set up or easy to repeat several times in a scenario.
Carolyn Fern seems like an obvious choice for Alice Luxley and since Alice Luxley is one of the my favorite cards I played this combo in Carcosa with Akachi. The shortcoming of the combo is that it is hard for Carolyn to trigger Alice's damage since that usually requires taking an Attack of Opportunity. Combo'ing Alice Luxley with Guard Dog and/or Brother Xavier works pretty well though. Carolyn Fern can also play Scene of the Crime or Working a Hunch to trigger it. Overall my thoughts on Alice with Carolyn were decent. There were times that I took an AOO just to trigger Alice's damage because I didn't have any other damage options and I was split up from Akachi.
Joe Diamond is another Guardian (essentially a Guardian) that can definitely benefit from Alice Luxley. I paired Joe up with Rita Young in the hopes of her leaving evaded enemies all over the place but this never really materialized. Rita just killed them with the Ornate Bow or Joe finished them off with his weapons. I ended up triggering Alice's ability <5 times in the entire campaign even though she was frequently in play.
Roland Banks is a better combo than Joe for reasons mentioned in another review but the situations where you have multiple enemies at one location and clues remaining are not that common. Possibly in 3-4p but even then you are talking about situational occurences rather than easy to setup ones.
Diana Stanley - I haven't played her yet or even looked at deckbuilding options. She has a 3 and 3 so it might be possible but I think there are likely better allies and themes for the deck.
Rex Murphy - I guess this a possibilty for Rex since he can't even kill rats but taking attacks of opportunity are an inefficient way to kill things. Don't expect me to play this combo just to see if it is worth it.
I played Alice Luxley with Jenny and Alice dominated the final two scenarios after dissappointedly only getting played in one other scenario. Bad luck on the card draw but Jenny/Alice was awesome. Jenny could evade easily with Suggestion(1) and easily pick up clues with Lola Santiago, Lockpicks or Intel Report. Alice did around 5 damage in each scenario and the highlights included singlehandedly taking out the Sacrificial Beast in one scenario and getting in 3 damage on the final monster in Carcosa.
Alice Luxley is a tough card to really make work but she remains one of my favorites and I would definitely play her in a Jenny or Skids deck. Possibly in Carolyn. Most Guardians would just as soon kill an enemy outright rather than try to setup a situation where they can do a point of damage.