If I did go back in time, to make sure they would survive, I would go and slap Yurovsky (courtesy of all Romanov lovers!), and at least try to get him to wimp out on the murder, along with his men. That way the Whites would win over Ekaterinburg, bringing them to a safe place. Or I might stop the murder via stopping the telegram. (It was a telegram right?)
I think, if they escaped, they would go to Crimea first, and try to rescue some old stuff, but I think Nicky or Alix or even Olga would realise that it's too dangerous to stay in Russia, so I think they would move to France, (I think Alix wouldn't have liked to expose the girls to Paris though) or the US or Darmstadt. Nicky and Alix would be so much more relaxed, and the girls and Alexei would have a lot more friends! A simple English house, out in the countryside, where Nicky and Alix can grow old, and the children can visit, and the grandchildren will get scratchy woolen sweaters. This is making me tear up a little
