Despite the severe restrictions they had to live under – being unable to send or receive mail or make telephone calls, and forbidden to walk anywhere other than a restricted area of the palace park – after Nicky arrived, life settled into a routine that was bearable only because of Alicky’s determination that they would all find it so.

In the mornings Pierre Gilliard gave the girls their French lessons, just as he had always done. Nicky gave history and geography lessons to Alexei, and Alicky gave him English lessons and undertook his religious instruction. In the afternoon they all took what exercise they could, and the girls and Alexei followed their parents’ example by behaving as if there were no guards leering at them, constantly making uncouth comments.

‘Close your eyes and ears to them,’ she said, time and again. ‘Soon they will be there no longer. Soon we will be in England.’

Nicky and Pierre Gilliard spent their exercise time in clearing snow and chopping down trees, but as the weather warmed, the entire family took to digging a mammoth kitchen garden and, under the mocking eyes of the guards, planting vegetables.

In the evenings they entertained themselves in the modest ways they had always done. In preparation for making England their home, Nicky read English novels to them: Hardy’s Tess of the d’Urbervilles, Charlotte Brontë’s Jane Eyre, Arthur Conan Doyle’s The Hound of the Baskervilles. They did jigsaws and played Halma and dominoes. Whatever they did, wherever they went, the guards were present, always surly, always foul-mouthed, always listening in on their private conversations.

Of all of them, Alexei found it hardest to bear the constant humiliations, especially the humiliations his father had to endure.

‘How can Papa bear it?’ he said between sobs, as he knelt with his head in Alicky’s lap. ‘He was the Tsar and now he is treated as if he were a nobody; as if he were a peasant.’

‘He bears it because he has no option,’ she said, her heart hurting for him. ‘He bears it in order that we keep the small freedoms we have been allowed. He bears it because at least we have a future to look forward to. In England we will be able to live as we want. Do you know that Papa has always dreamed of having no reports to read and no ministers to see, and he has always had a secret desire to be a farmer? I think Papa would be a very good farmer. Perhaps in England we will have a farm near the sea; a farm in Norfolk, close to Sandringham.’

A new visitor began calling on them: Alexander Kerensky, the Minister of Justice in the Provisional Government that had been established on Nicky’s abdication. Oddly enough, Nicky quite liked him.