Clue: Alice married one of these breaking sugar daddy's heart (6)
Answer: GUARDS
Explanation: Definition: Alice married one of these
*(sugar D) where the D is heart of "daDdy"
 
They're changing guard at Buckingham Palace –
 Christopher Robin went down with Alice.
 Alice is marrying one of the guard.
 "A soldier's life is terrible hard,"
 Says Alice.
 
*(from Buckinghan Palace, by A A Milne)