Oh yes, it's in Lost Splendor. Irina had to sign away any 'rights' to marry Felix. The Yussoupovs were high nobility, and they had ruled the Crimea many centuries ago but were not royalty (same reason I doubt the Georgian royal family's royalness and thus Maria V.'s claim)
In Lost Splendor, Felix describes how they were allowed to go free, and one of Peter Nikloaivich's daughters who had married Prince Orlov was also allowed to go, as was Olga A. and her family. All the rest were held prisoner. Felix and Irina were not allowed contact with the prisoners but when they walked the dogs at night her brothers used to jump up on a rock wall to see her until they were caught. Then they were allowed to send little Bebe in with letters inside her coat and get letters out, but Felix, Irina, Bebe Zinaida and old Felix were at the Yussoupov estate, not Ai-Todor. One of the sympathetic guards often visited them trying to find a way to help the captives. It's all in Lost Splendor and it's very interesting.