So it appears that Grand Duchess Xenia and Grand Duke Alexander Mikhailovich made a mistake in marrying !
Well, that seems true anyway. I remember reading that the marriage foundered at a later stage at Biarritz

when the Grand Duke pursued another love interest ; Xenia seems to have had her own male companion. This, by my guess, was less a romance than a man to console her for her straying husband. Perhaps it was not a romance at all, though her biography flatly characterizes their association this way. More likely, as any woman might, Grand Duchess Xenia wanted to garner the attention of a man to shore up her feelings of unworthiness due to her husband's affair.
The writer Helene Iswolsky, daughter of the last Tsarist Ambassador to Paris, described Grand Duchess Xenia as "short, plain and dignified". Helene went to interview Felix Yusupov about his role in the plot to do away with Rasputin. She met Felix's wife, Irina, the daughter of Grand Duchess Xenia, who Helene described as "austere and melancholy". [ Not surprising after all Irina must have been through in the aftermath of the sensational killing of the Russian Empire's most notorious figure, plus having to leave unceremoniously into what would be a permanent exile. ]
Helene went to visit the family at their house in the Bois de Boulogne, an elite area of Paris. It was a large house, she wrote, full of visitors with plenty of hangers-on living on the Yusupov largesse. If Xenia had lost many of her wonderful items, not to mention that silver plate abandoned on the shores of the Crimea, her son-in-law more than made up for her reduced state of elegance. In the story he related in his book, Felix was able to sneak back to the Russian capital and retrieve many of his portable valuables. One of these, Helene writes, was a rare necklace of PINK pearls.
Helene remarked on the shyness of Xenia and her daughter Irina. Felix was anything but shy. Helene gave an unusual description of the former member of the Russian Empire's wealthiest family. I will put that on the Rasputin thread.