Antonio, I will share what I know about my grand-mother Lili Von Dehn: She escaped to Finland initially, and then went to her family estate, under White Russian control. From there, with all the government instability- she escaped with her son and mother to Greece/Turkey. Eventually she reconnected with her husband in England (Charles Von Dehn of the Standart), where she had 2 daughters, one of which is my mother, Maria, who resides with me.
After 7 years in England, she inherited a country estate in Poland. In 1939, She escaped from the Russians as a refugee between Poland and Germany. In 1947, she immigrated to Venezuela with her son Alex (Titi). In 1963 she died in Rome Italy and is buried there. Her Book, on the site is called, "The Real Tsaritsa./Letters at Yale archives.