AE was a journalist and writer, so she would have had writing materials, and the inclination to keep a record. It's easy to imagine she would have written details of their experience, assuming they would be rescued, which would make a great story. Once hope faded, who knows if she would continue writing? Probably, but any paper record has not turned up.
As for Fred, I also believe he would write something. He may have had a more fatalistic attitude, having survived (three?) ship sinkings during the war. Then again, those experiences might have given him a sense of hope, since he was always rescued.