Many pictures that previous authors have described as being of the Alexander Palace are actually of the Lower Palace at Peterhof.
There is also a good section on the Lower Palace in a Soviet book on architectural monuments in the environs of Leningrad. I found a copy in Russia 10 years ago.
So - about the palace... it was originally a telegraph tower near the seashore. In 1883-85 the architect Tomishko built a small datcha or pavillion there. In 1896 Nicholas II had it extensively expanded. After the revolution the palace became a museum. Here was kept the Imperial train that Nicholas abdicated in. before the war the palace was taken over by Soviet officials who used it as a residence. During the war the palace was damaged. In 1946-47 Stalin ordered the palace blown up. The palace vanished from all maps and curators at Peterhof were forbidden to tell people where it was. One curator was jailed for pointing out the location of the palace in the 50's to some tourists.
I climbed all through the ruins of the palace in the 80's and 90's. It was an amazing place, full of the remains of blasted remains of china and furniture. I remember once seeing an ikon of Aleksey and a bunch of burnt candles on top of one of the mounds that covered the palace site. It was a wild place, overgrown with trees and vegetation. The mosquitoes were awful there. It was a dangerous place.
I heard a few years ago that there were plans to build a new datch there for the government, and I don't know what happened to that idea.
Things from the Lower Palace were sold after the museum closed. You can find things from there in the antique stores of Petersburg today. The Peterhof curators buy back what they can. They have the grand piano from the palace in the Cottage now.