"Chance by name, chance by nature"
Dora and Nora were named Chance after their Grandma but as Dora states in this, one could say autobiography of her one making, there is more truth in that name than one could imagine. They were a chance by nature because their father made their mother pregnant by chance; their personalities are intertwined with chance as they aren't afraid of risks or taking chances.
"She was our air-raid shelter, she was our entertainment, she was our breast"
Dora is talking about Grandma Chance. She was everything to them and they were everything to her. She was more than a mother; she was their protection, their air-raid shelter, their entertainment, their breast. Dora feels ashamed of herself and Nora because of the way they treated her when she was old and her body wasn't as youthful and beautiful-looking as theirs.
Peregrine's arms as wings
Dora recalls an instance when, together with Peregrine, they finally saw their father in person. He acted coldly, barely giving them a sign that he noticed them. It was a moment when Dora felt illegitimate as ever. She recalls that in that difficult moment Peregrine swept them up into his arms that were as wide as wings. The picture may be a bit exaggerated in her mind, but the feeling of comfort that Peregrine gave the little scared and insecure girls at that moment is immense.