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In Dune Messiah, Chapter 11, the Reverend Mother Gaius Helen Mohiam is negotiating with Paul. Near the end of the Chapter she looks at Alia and thinks:
And again she looked at the sister. The optimum cross for this female Atreides had been lost, killed by Paul.
Who would this person have been?
The Bene Gesserit plan was to breed the Kwisatz Haderach and at the time of Dune, they were 2 generations away (until the events of dune).
Lady Jessica was meant to bear a daughter with Leto Atreides but as we well know a son was born. While Paul was a Kwisatz Haderach, he was not the planned Kwisatz Haderach as per the Bene Gesserit breeding program.
When Lady Jessica became pregnant again, with a female, the Bene Gesserit plan could still be salvaged via the breeding of Alia and Feyd-Rautha Harkonnen.
Paul destroyed that when he killed Feyd-Rautha Harkonnen
She's referring to Feyd-Rautha Harkonnen.
Near the beginning of the first book, Mohiam tells Jessica: "An Atreides daughter could've been wed to a Harkonnen heir and sealed the breach". In your quote she's reflecting that the match could still have been made, if Paul hadn't killed Feyd.
