I might make the leap and say that "When Doves Cry" is about Stevie...
Firstly, it's talking about doves.
Second, the theme generally fits in with what we know about Stevie and Prince's short time together, and how she turned him down. He says he's too demanding, too bold, and how upset her rejection makes him feel.
Adding to that, Stevie used to sing "I know what it sounds like, when doves cry" meaning she knows what it sounds like when Prince is upset. Her tweet after his death, calling him her dove, only confirmed this (to me at least).
