I am reading now "Secrets of dethroned royalty" by Princess Ekaterina Radziwill and she mentions that Grand Duke Boris was very much a womanizer and that an engagement was once broken off one day before the wedding because of him...
"He(Boris) was a handsome fellow,but absolutely unscrupulous,and soon became the terror of jealous husbands,as well of watchful mothers,who were always anxious when he invited one of their daughters to dance.
Thanks to him,engagement of a young girl,very prominent in society,Mademoiselle Demidoff,was broken off almost on the eve of her wedding day.Fortunately for her,this did not permanently destroy her happiness,because she ultimately married Prince Abamelek-Lazarev,one of the richest man in Russia and lived happily with him.
But this did not prevent people of discussing,in most disapproving terms,the conduct of Grand Duke Boris."
Based on this,one could assume that the girl in question was Princess Maria Demidoff di San Donato(the same age as Boris,both born in 1877),who was married to Prince Semyon Abamelek-Lazarev.The things are interesting one more time because she was an aunt of Prince Paul of Yugoslavia(later adopted him also),who was married to Grand Duke Boris's niece Olga and whose mother Helen didn't like the fact that his mother was a Demidoff (from a book about Princess Olga)...