I don't know of a definitive explanation of the spelling "Mallie." Conceivably it's simply "Molly" with an "a" either to indicate that "Molly" is a diminutive of "Mary" (strange but true!) or else, probably more likely, simply that the pronunciation was closer to "ah" than to "aw."

I think it is an affectionate name for Malcolm.
Not to a girl at all.