The GD Paul was given a suite of rooms in the Catherine palace at Tsarskoe Selo when he became Commander of the imperial Horse in the early 1890's, just after marrying Alexandra of greece.
I think GD Paul lived there a few years, even after his wife's death. It's only after being dismissed because of his relationship with Olga Pistolkors than he left the country and went to paris. When he returned, he went to live with his family on the English Quay in St petersburg.
I don't know if others members of the Imperial family had lived in the Catherine palace during this time.
I don't think they liked very much this estate except for its beautiful gardens and the wonderful walks and rides they were able to do on it.