It's difficult to say, in a matter like this . . . we can't ask Olga for confirmation on certain issues, or to think about them and get back to us later. And the records left behind are largely by people grieving for a way of life that had vanished and for people who had been most brutally murdered.
Speaking for myself, I know that a great many things troubled me during my childhood and adolescence, yet I didn't really begin to understand and have the tools to verbalize them until I was in my twenties . . . and only then because I sought professional counseling.
Looking at Olga's whole life--the years building up to those final tumultuous times--is, I agree, very important. I also subscribe to the theory that by the first five years of one's life, one's personality--influenced both by heredity and environment--is very much in place.
Being an oldest child myself, I understand the pressures and expectations that go with that position. Also, parents are not nearly as relaxed with the oldest child as they will be with succeeding children.
I do think, however, that any sense of "failure" Olga felt for being a girl would have been mitigated by having three younger sisters with whom to share whatever sense of inadequacy. And I don't think Olga was the sort of person who wanted power, so not being the heir was probably fine with her.
Having a loving but emotionally difficult mother had to have been a handicap. And as much as she and Tatiana were a unified pair, having a younger sister who fulfilled their mother's needs far more than she also must have been a blow, of sorts, to her self-esteem. The fact that she was her father's confidante, however, probably helped to make up for this.
I wouldn't be surprised if Olga had what we would today call "mood swings." Certainly she has been described as moody. Some of this could be attributed to puberty--and, being the eldest daughter, she was the first of OTMA to deal with these hormonal changes. But since Olga was also sensitive and thoughtful, it follows that of course her moods would fluctuate, especially given all of the very real issues about her parents and Russia that she was gradually beginning to come to grips with.
As for her feelings about Alexei and his being the heir . . . Again, I doubt she had leadership ambitions, but I do think she was aware that she would need to be there for her brother and that since she was the eldest of his sisters, she might be the one he would most rely upon. In the meantime, she knew that she wanted to love and be loved, serve Russia, and perhaps create something literary and lasting.
We know that Princess Elizabeth of England ultimately came to terms with the fact that she would one day be queen. I think that, had Nicholas and his family lived in the 1940s, Olga might well have steeled herself for the possibility of being successor to her ailing brother, much as Princess Elizabeth dutifully accepted her own destiny. Given the times, however, Russian government and society were not interested in a woman taking over--especially in light of how Alexandra was regarded--and it's entirely possible that one (mind you, just one!) of the reasons Olga "cooled" re: any romantic feelings for her cousin Felix might have had something to do with the dynastic implications. Instead, she fell in love with at least one man who was non-royal . . . perhaps taking a cue from her Aunt Olga, who had also found happiness in a non-dynastic relationship.