Actually the balcony connection over the hallway makes a huge amount of sense. Prior to its construction there was no way for Nicholas to walk to the opposite side without crossing the corridor. There were guards here - even at night - can you imagine Nicholas trotting across the hallway in his PJs, unlocking and locking doors as he went from one side to the other. Simply crossing the corridor at night entered the daily reports of the guards. Going across the balcony was not.
There were special 'silent' alarm bells that were set off when the Tsar moved across the hall - any activity that was detected in the Imperial Rooms was recorded and reported the next day. Alexandra found out that the sound of her flushing the toliet at night was being time stamped and recorded which shocked and embarassed her. The toliet in the bedroom was right up next to the wall and the plumbing went through the guard rooms below. The Empress was already shy about these things and this made it worse. They had a goal of moving the guards on the other side of the Maple Room and New Study, but I don't think it every happened.
I have always found it hard to visualise the corridor. The artificial marble was moved here from the Stasov Music room when it was demolished and encrusted on the walls. There were lots of paintings, closets and - of course - the elevator. I found a diagram of the elevator and its mechanism. It went into the floor and up into the attic - I was surprised how extensive the apparatus was. I have never seen a photo of it, but they must exist.
I have one big picture of the vestibule showing servants and guards along with the glass door leading into the hallway. There must be more in the photo albums.