Thanks Svetabel. I thought GD Georgiy started living in Abas Tuman in 1891 (or perhaps even earlier) as the miniatures of the Fabergé Imperial Caucasus Egg are dated 1891 and one miniature is showing his house in AT. So chosing the Caucasus had probably nothing to do with his stay in Algiers in 91 and 92?
I wonder why they did not chose Davos in Switzerland for the Grand Duke as that was the best place to go in those days.