I came across the testament of GDss Elizaveta written by her just after GD Sergei's death. It's a draft in English, now preserved at the Russian State Archive.
And her will about her portraits (which belonged to GD Sergei) is such as:
Found this portrait by Kaulbach. It's b/w but quite pretty though. Love to see this in color. Was it really drawn b/w (charcoal?) or in color?
Anyone can help?
This should have been for her sister Viktoria.
This - for sister Alix.
Here's the full B and w portrait:
This had been given to a museum in St-Petersbourg.
Also she mentions 2 more Kaulbach's works:
A portrait in profile by Kaulbach - to GD Dmitriy P.
Pastel by Kaulbach, enface, red-blue colours, the forest in the background - to sister Irene.