Toaru Hikuushi ...
Toaru Hikuushi e no Tsuioku (Remembrance of a Certain Pilot AKA The Princess and the Pilot) (1 volume)
Toaru Hikuushi e no Koiuta (The Pilot's Lovesong) (5 volumes)
Toaru Hikuushi e no Yasoukyoku (Nocturne of a Certain Pilot) (2 volumes)
Toaru Hikuushi e no Seiyaku (Covenant of a Certain Pilot) (9 volumes)
Written by Koroku Inamura
Illustrated by Haruyuki Morisawa
Published by Gagaga Bunko
Remembrance: Charles Karino is one of the best pilots in the Levamme Empire, though his mixed-race heritage prevents him from being properly recognized. But then one day he's selected for a dangerous, possibly suicidal mission -- to fly Juana del Moral, fiancee to the emperor, across thousands of miles of ocean controlled by an enemy airforce.
Lovesong: The Balsteros Republic launches an expedition to scout beyond the endless ocean that surrounds their homeland. Among the pilots assigned to the mission is Kal-el Albus, AKA Karl la Hire, the rightful heir to the throne of the overthrown Balsteros Empire.
This is a dieselpunk series along the lines of Talespin, Porco Rosso and Skycrawlers, though set in an actual war where people die, often quite tragically. If you want an idea of what it's about, the movie adaptation of the first book (The Princess and the Pilot) is on Crunchyroll and is worth checking out.
I really liked Pilot's Love Song when I watched it.
Was the third story adapted to anime (you probably mention this in the post and I skipped it)?
No, we only got the movie and Lovesong, which is why we need these books if we're ever going to find out what happens later on.