Wow.. As in I really adore their gowns.. I could see that most of their dresses are silk and there are different embroideries in them..
Their 1911 court dresses were made of silver tissue with velvet accents.
As young children, OTMA's summer dresses were made of cambric with colored silk underdresses.
As young women, I suspect their everyday clothes were more likely made of fabrics like cambric, linen, lawn, wool, and so forth, than silk. The tsaritsa dressed her daughters in "simple English styles," though IMO "simple" means something a little different to royalty than it does to the likes of us. ;-)
I believe their dresses for the 1916 formals were satin.