Oh, my dear, women did not "swim" in those days; they simply "dipped" (lol), so don't worry about the "bathing shoes". The changing rooms, or bath houses, had a door leading straight to the water, so as not to be seen by the opposite sex. Your Grandmother, like mine, probably eschewed convention and went where she darn well wanted, probably took a few strokes, too! She looks to have a feisty spirit.