Thank you JM.
It is expressly stated in the book by S.A.R. le Prince Alexis d'Anjou, who claimed to be the grandson of GD Maria Nicoleavna of Russia, in his book Moi, Alexis, that the Grand Duke Ernest made "two trips" to Russia late in WWI. The first visit is presumed to be in early November 1917 and was arranged through Rubenstein, the banker to the Imperial family. The Grand Duke was attempting to arrange a settlement between Russia and Germany. It may be that he also wanted to warn his sister and brother-in-law that a Russian retirement from the War would help to save the ruling Romanov dynasty of Russia! Ernest certainly would have understood how much this could likely lead to a German victory, stalemate or draw in the Western theatre of the war. However, the Emperor Nicholas would not countenance the abandonment of his allies! However, what really ruined the visit of Ernie was the precipitous announcement by the German government at that very time that Poland would become an independant monarchy under the sovereignty of the Prince of Saxe! Nicolas and Alexandra were enraged. It was either an accident of bad timing or a deliberate sabotaging of the mission of the Grand Duke through a manipulation of the offices of the German government. I suspect that other forces besides the military in Germany did not want the Grand Duke to succeed even in the least possible way. Finally, all that the humiliated Grand Duke could say to his sister, the Empress, was that she was no longer the 'Sunny' he had always remembered! This visit may only have lasted a few hours! The second 'visit' occured in the days of late February 1917 as the Revolution began to grip St. Petersburg. The Grand Duke apparently journeyed into the Baltics as close as he safely could and was able to secret a few letters to the Russian Imperial couple!
I think there is now too much evidence for these attempted interventions by the Grand Duke of Hesse. It appears from my various readings that all of the Royal Houses of Europe were informed.
The fact is that it was the inadvertant revelation of this trip (s) through the woman latterly known as Anna Anderson Manahan that led to so much of the controversy in which her life was embroiled. She herself was the first to regret her own indiscretion!