This is what Alexandra Tegleva (Shura) says about the concealment of the jewels in Tobolsk:
“They put the jewels in wadding, covered it with two brassieres of heavy linen, and then sewed these together and covered them with wadding on both sides. The Empress’ jewels were hidden in two pairs of double brassieres, each weighing four and a half pounds in all and each containing brilliants, emeralds, and amethysts. The Grand Duchess Tatiana wore one and the Grand Duchess Anastasia the other.”
“The Grand Duchesses’ jewels were sewn into a double brassiere in the same way, and this (I don’t know how much it weighed) was worn by Olga Nicolaievna. Besides, they carried many pearls on their bodies, under their blouses. We also sewed jewels into their hats between the lining and the velvet; I remember a large pearl necklace and a brooch with a large sapphire and brilliants.
The Grand Duchesses had blue outer garments of cheviot. These had sashes on each of which were two buttons; we ripped them off and in their place sewed jewels, brilliants I believe, wrapping them first in wadding and then in black silk. The Grand Duchesses had also grey garments of English tricot with black stripes; autumn clothing which they wore during the summer in bad weather. Here, as well, we ripped off the buttons and sewed on the jewels in black silk and wadding.”
This is from the books "The House of Special Purpose."
Based on the testament of Alexandra Tegleva; Olga, Tatiana, and Anastasia had the majority of jewels concealed on their persons in the special brassieres. This was because they were the three girls present in Tobolsk at the time. However, she also says that they concealed more jewels in other items of clothing so it is conceivable and I think, likely that Maria did have some jewels on her person the night of the murder. She simply did not have the same "armor" as her sisters because she was not there when the items were being concealed.
As Rodney_G said, I don't think that the girls wore the jeweled brassieres on a daily basis either. They would have been too bulky and heavy and could have raised suspicion with the guards. I think they were hidden somewhere to be put on when it seemed that they might be moved to a different location. The accounts from the guards that night do say that the Imperial party took a long time to get ready to come down to the basement. They were probably removing their valuables from whatever hiding place they were in and making sure they were properly concealed for a potential move to another location.
I absolutely do not think Maria's lack of hidden jewels is an indication of some kind of stain on her character or any kind of distrust by her family. Maria was kind to everyone and liked to flirt, but I absolutely do not think that she did anything unseemly to cause a rift in the family. As was said before, the girls spent about equal amounts of time with their mother during the Ekaterinburg period. Neither of the Emperor or Empress mention anything in their last diary entries that indicate that Maria may have been distrusted, in trouble, or anything out of the ordinary.
Frankly, I'm a little disgusted that people are making nasty insinuations about poor Maria.
