From the standpoint of a mere mortal:
The family and attendants were aware of battles going on nearby. All but Dr. Botkin had been asleep, though for some it must have been a fitful sleep. They were asked to dress quickly; one more order to follow, though not exactly typical. But since they were lodged on a second story, it made sense to take them out of range.
I doubt any of them were thinking of Rasputin's demise. They were thinking instead of getting dressed, of using the toilet or a chamber pot, of making sure they took with them their most valuable items--i.e., the jewels sewn into the clothing and pillows--and of obeying instructions. They realized their lives were in the hands of these people and they did not want to incite any problems. They went down the steps, into the room, waited--with the groggy nervousness that comes from being awakened suddenly, then expected to function, then expected to wait--and when the men came in with their guns, both understanding and denial undoubtedly flashed in the ensuing seconds of the stated "verdict," just as it does when we know we're about to be involved in a car accident or some other threatening situation. For some time Alexandra had crossed herself almost on reflex; she did so at this time. So, according to some reports, did Olga. Then complete realization--as the first gun was raised--screams, and the ensuing massacre.
For us to really know how it must have been, we would need to have the knowledge of the angels; let us hope that we never have cause to know the full experience while we are still here on earth.
