The picture in question is in the giant "Nicholas & Alexandra" exhibition book. It's on page #360, top left corner pic in the album. It states that the photo album belonged to Grand Duchess Anastasia Nikolaevna with amateur photos of the family taken during the spring-summer 1917.
I agree with blessotma about the pic being taken outside the palace. I'm thinking the circular ramp behind the semi-circular hall. The big pair had their pic taken near the ramp with the railing wearing their regimental uniform.