Greg and I tried to sort out these doggy logistics in The Fate of the Romanovs, and here's what we concluded:
Jemmy, Joy and Ortino departed Tsarskoye Selo with the family, and lived with them through the days in Tobolsk. After N, A and M left for Ekaterinburg, the three dogs remained with the rest of the children, and traveled to E'burg on board the Rus and by train with them. The family, including the three dogs, were reunited in the Ipatiev House. During captivity there, the dogs were fed on the upper balcony, just outside the dining room and what became Demidova's bedroom. After the murders and during the White investigations, the bones found on this balcony were itemized as remains of the dogs' last dinner in the house.
Various guards also recount stories of the girls, especially Anastasia, teaching the dogs tricks and making them perform in the garden.
After the murders, we know that Joy was taken from the Ipatiev House to Michael Letemin's house, where he was discovered in the garden by the Whites. Jemmy was obviously taken somewhere by someone most likely connected to the Bolsheviks, for the little dog was still available to them when they were looking for physical evidence with which to "salt" the mine, as suggested by Summers and Mangold.
Ortino's fate, we believe, is most likely found in Michael Kudrin's testimony of December 1963, when he recalled that as the bodies were being moved from the basement of the house into the truck, a little dog appeared from upstairs, and rushed into the courtyard, obviously much distressed and upset and probably looking for his people. Kudrin is silent on whether or not the dog was behaving like a guard dog, but it would not have been out of the ordinary for a Frenchie -- a famously protective breed -- to become territorial and vicious in defense of his family, the moreso because their scents were at that time overlayed with the smell of gunsmoke and blood. In any case, a soldier took up his bayonet and stabbed the dog to death, throwing his body into the truck with the Romanovs. "A dog's death to dogs," Kudrin remembered Goloshchokin commenting as they stood watching.
We think that perhaps some of the "mammal bones" found at the Four Brothers were those of Ortino.
What a brave little guy he was... =)