Found some interesting quotes (one from Ernie the other from Dowager Empress Marie):
Subject: Grand Duke of Hesse, 10 November 1901
Now that I am calmer I see the absolute impossibility of going on leading a life which was killing her & driving me nearly mad. For to keep up your spirits & a laughing face while ruin is staring you in the eyes & misery is tearing your heart to pieces is a struggle which is fruitless. I only tried for her sake. If I had not loved her so, I would have given it up long ago... My last years have been a living hell to me... You have been a sister to me like there are few—God bless you for all your love.
Subject: Maria Fyodorovna to Nicholas II, 5 November 1901
Copenhagen, 5th November, 1901.
My dear darling Nicky,
Thank you with all my heart for your dear letter from Skernevitse, which, as always, I was so glad to receive although its contents were so terribly sad. All you told me about Erni and Ducky has been *such a shock* to me that I could not *sleep* the whole night. It is simply awful: how dreadful to think of their future and that of the poor little child! I am also *extremely* sorry for poor Alix, knowing well how dear Erni is to her and how sad and painful in every respect all this must be to her. Yesterday I too had a letter from Aunt Marie, who is in despair, of course, but says that they have misunderstood each other for a long time and divorce was the only solution. But I myself entirely agree with you when you say that even the loss of a dear person is better than the general disgrace of a divorce!