Here is the info from page 34 in PK's "riddle":
Zinaida Tolstoy, nursing Anastasia in the summer of 1922, was the first to hear "The Story" or parts of it. She reported the details as she received them to Baron von Kleist, who in turn drew up a number of protocols and invented for Anastasia a flowing, first person narrative that bore no resemblance to her actual speech but did introduce, in a guarded way, "a soldierwho had rescued [her]" from the general slaughter at Ekaterinburg. This soldier, destined to cast a long shadowacross Anastasia's life, gave his name as Alexander Tschaikovsk. With Tschaikovsky and his family--"his mother, Maria, his sister, Veronica, and his brother, Serge"--Anastasia traveled out of Russia to Bucharest. There she remained until the beginning of 1920. During the Rumanian sojourn--to be precise, on "December 5, 1918" she gave birth to Tschaikovsky's child, a boy, whom she called Alexis after her brother. Shortly after that she was married to Tschaikovsky in a Catholic church in Bucharest. No rings were exchanged and no papers signed. In Bucharest the family had taken up residence with a "gardener" described as a relative of Alexander Tschaikovsky's mother. Tschaikovsky was shot and killed on the streets of Bucharest at the end of 1919. His young widow, leaving her son behind, then came "alone" to Berlin to seek out her mother's relations. She was "at liberty for less than a week" before she fell--or had she been pushed?--into the Landwehr Canal.
Such was the fantastic gist of "The Story" as Baron von Kleist told it. Anastasia's indignation knew no limit when she heard about the Baron's "lies." Alexis! she exclaimed. She had never called her child Alexis: "The boy is called like his father, Alexander." And where had Baron von Kleist come up with the date of the child's birth? Anastasia had no idea when the boy was born. He would be "almost three" now, in 1922, that was all she knew. What did it matter? She would never be able to recognize the child in any case.