Elsa Melchior left a 289 page unpublished memoir, written in the late 1940s, a year or two before her death. She has chapters on her two grandmothers ( Sara Warburg and Eleone Rosenberg) her parents, their families, her 6 brothers and sisters . her two husbands
(Willy Elkan and Carl Melchior) and her cousin Aby M. Warburg
You can find it in the archive of the Leo Baeck Institute in the Gisela Weil Collection
https://archives.cjh.org/repositories/5/resources/18214
Gisela A. Weil Collection 1829-2005 Bulk dates: 1933-1985
https://archive.org/stream/giselaaweilcolle05weil