During 1902, Alix (in my opinion) was influenced by M. Philippe. Philippe was trying to influence Alix to have a son with his mystics.
When this phantom pregnancy took place, there was no gender to it, as there was no pregnancy.
Here are some excerpts from A Lifelong Passion.
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Xenia to Aprak [August 19th, 1902]
[Dowager Empress Marie's Papa]
Dear Aprak,
We have all felt so terribly disappointed since yesterday. Can you imagine anything so awful, it seems poor A.F. [Alix] isn[ch8217]t pregnant after all [ch8211] for 9 months she had nothing, then suddenly it came, but completely normally, without pain. The day before yesterday, Ott [Doctor] saw her for the first time and confirmed that there was no pregnancy, but that luckily everything internally was all right. He says that such cases do happen, and are caused by anaemia. It[ch8217]s so awful, we can[ch8217]t think of anything else, how terrible for them, painful and sad. All that long, tiresome waiting has ended in nothing[ch8230]
KR [ch8211] Diary [August 20th]
[Grand Duke Konstantin Romanov [ch8211] Nicky[ch8217]s cousin]
I don[ch8217]t remember if I already noted this in the diary, but from the 8 August we have been waiting every day for a confirmation of the Empress[ch8217]s pregnancy. Now we have suddenly learnt that she is not pregnant, indeed that there never was any pregnancy, and that the symptoms that led one to suppose it were in fact only anaemia! [ch8230] Alix cried a lot when doctors Ott and Girsh, who were at last admitted to see her, determined that not only was there no pregnancy, but there never had been.
Xenia to Aprak [August 20th]
In a few words my dear Aprak, in addition to yesterday. This morning A. F. [Alix] had a minor miscarriage [ch8211] if it could be called a miscarriage at all! [ch8211] that is to say a tiny ovule came out! Yesterday evening she had pains, and at night too, by morning it was all over when this event happened! Now at least it will be possible to make an announcement and tomorrow a bulletin will be published in the papers [ch8211] with information about what happened. At last a natural way out of this unfortunate situation has been found[ch8230]
KR [ch8211] Diary [August 22nd]
[ch8230] Yesterday the following bulletin appeared in the newspapers, signed by the royal accoucheur Professor Ott and the royal surgeon Girsh. [ch8216]A few months ago, the state of Her Imperial Majesty the Empress Alexandra Feodorovna underwent changes, which pointed to a pregnancy. At the present time, thanks to the departure from the normal course, the interrupted pregnancy has resulted in a miscarriage, which occurred without any danger, the temperature and pulse remaining normal. Peterhof, 20 August 1902[ch8217]
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Needless to say, there was no pregnancy, but for the sake of the public they made it seem that there was. I believe it[ch8217]s even a higher stretch to say that this phantom pregnancy was a boy.