Sure Alice needs Bob, Bob is an integral part of Alice. It's composition. If you held a pointer to a "Bob", you'd be able to use a forward declaration, but as-is now, a full definition of Bob is required:
#include "Bob.h" // required, Bob must be known
class __declspec(dllexport) Alice
{
public:
Bob bob;
Chellsie chellsie;
Detlef detlef;
};
vs
class Bob; // declaration is enough
class __declspec(dllexport) Alice
{
public:
Bob* bob;
Chellsie chellsie;
Detlef detlef;
};