According to the Shay book "Rescuing the Czar, etc. some very strange stories were circulated, among the most significant, in my eyes, is that according to which the Czar and family (?) were evacuated towards the East, through Turkestan, Tibet, China and eventually taking residence in Ceylon! This with the help of American, British, and French agents and the cooperation of the Chinese and Japanese governments. There might be reason to believe that many highly placed individuals and governments around the world believed this story. It is a poetic rendering and the work of a master symbolist who was interested in defending the honor of the monarchy of Cousin Georgy. My belief is that this was manufactured by a very sophisticated Western Russian expert(s), read Western Agent(s) who had worked in Russia and were not Bolchevik. However, the story must contains elements of truth and does tell how very interested Western governments were in saving the Imperial family if only for there own selfish reasons. Also, I think it very important to note that Pres. Wilson may have had time before his ruin to have deeply felt his own culpability in throwing the Imperial regime to the dogs, especially when the Romanovs had done so much to help us in our Civil War.
Best wishes.