When I finished work on the articles on the Savile Clarkes, I contacted Leeds Art Gallery, who own J-E Blanche's painting of Maggie and Kitty.
I wasn't sure how much information the Art Gallery had on the sitters, as both the Public Catalogue Foundation's book and the BBC Your Paintings website record the title simply as The Savile Clarke girls. The curator tells me that they did indeed know of the painting as The 'Skirt Dance' of the two Savile Clarke girls, but my additional information will be added to the files (as it's interesting and useful – what more could I ask?!)
If you have a longing to see the beautiful sisters, they are currently on show at Lotherton Hall.
Update 4 July 2014: for information on Jacques-Emile Blanche, see Artist in Focus (July 2014) on the Public Catalogue Foundation website