Mary?

I don't know why but for some reason I felt as if Mary had lost a child or had been unable to conceive or something like that, which led to her depression. I think she was just able to relate to Nell's childlike innocence, very easily becase she was empathic.

I am drowning
There is no sign of land
You are coming down with me
Hand in unlovable hand

<<I thought for a while she might've been Mae since they kind of looked alike and acted similar.>>

My sister has this theory that Nell and Mary ARE half-sisters, although they don't know it, of course. It's possible that Mary's father was such a miserable excuse for a human being that he made her childhood a living hell, and that's why she's so prone to serious depression. This also could be the kind of man who might rape a woman (Violet) on her way home from church. Perhaps he preyed only on the helpless and those who would never report him, and never got caught.

I like to think that there's a very special bond between those two and that's why they were so stongly drawn to each other. I think they do look like sisters. Mostly "fanfic" I guess, but there's nothing in the film to disprove it either.