Caitlin's
Sasha is IN the show so see above for her involvement.
Wynonna came to support Dean and just be generally amused by his being an overdramatic prince.
Alice went with Hatter because 1) he hasn't been to a musical before and 2) it seemed like a cute date night idea to her. She'll love it and be a very enthusiastic audience member since she doesn't really know anyone in the show, but she also won't be surprised to find out Evie did the costumes!