Golly, I'd love to see that book, Elisabeth! If anyone has knowledge of how to obtain it, please let me know.
Anyway, I'm just catching up with this thread again after being away for a few days.
Re: "the letter" (cue the Bette Davis impression!) I've only seen the excerpted quote of "Father says to forgive . . . " in a couple of books, including Peter Kurth's Tsar.
I think it's highly possible that Nicholas confided in Olga at Ekaterinberg, for he had done so previously; Olga was, as the saying goes, "her father's daughter." Of course, Nicholas may have withheld certain things even from Olga, so as not to frighten her. (But remember, also, that at some point earlier he instructed her on how to use a small gun which Olga kept hidden on her person until an ADC begged her to surrender it.) Historically Nicholas has been criticized for his lack of perception, but this mostly has to do with certain diary entries about mundane things which were really more like "placekeepers." Young Nicholas didn't forsee the Revolution, of course, but although he could be quite conventional, he wasn't a dim bulb*, and his lifelong fatalism was another part of his personality which would have made him intensely aware--by the time of Ekaterinberg, at least--that he very likely would not get out alive.
Although Olga had plenty to be depressed and disturbed about, I still question the concept of Olga being a "cutter"; I'd like to see the exact reference and source.
That being said, I will add that I've known some people who "cut," and they generally hide it by wearing long sleeves to cover their cuts. Also, I'm sure many of us have engaged in similar types of behavior--not as extreme, to be sure, but still they are activities which signal stress, i.e., persistant nail biting, hair pulling, etc.
When I was going through a period of immense stress I realized I was picking at my cuticles until they bled. That's about as close to "cutting" as you can get, without the razor blade!
*Though I'm sure many posters will disagree with me on this!