Maybe a great grand uncle. A distant cousin more likely.
I think that is very possible that if they're really related, they must be very distant cousins.
Sissi bavarian family posessed any family connection to the romanovs?
As I know no. They were related to many Royal Houses of that time: the Belgian, the Habsburgs, the Spanish, the Italian Royal Houses (Savoia as well as the Bourbons of the Two Sicilies), and even others more, but I don't remember any direct member of Sissi's family being directly related to Romanovs.
EDITED: By the way, about my previous post, the artist of second image wasn't Einsle, but Dauthage.