One thing I rarely see mentioned as a possible explanation for some of Alexandra's health problems is thyroid disease. Doing a search on this forum, I found it mentioned only in passing and given little to no attention. I believe it should be considered as a possibility more than it has been.
I have been reading about the Romanovs for more than 20 years, since I was a teenager. I used to think like everyone else does - that Alexandra's health problems were due to a combination of migraines, sciatica, anxiety, and hypochondria. Then in my late 30s I was diagnosed with Graves' Disease. The symptoms that led me to my doctor were heart palpitations - which I had off and on for a couple of years - and shortness of breath after doing something simple like walking up a flight of stairs. My anxiety levels had skyrocketed, I felt hyperactive and "edgy". I was scattered. I would find myself with bursts of energy (which were, however, difficult to focus) and then I would crash in exhaustion, because my body was simply processing everything at too rapid a pace, and was burning itself out. I started having problems with my eyes (not the bulging you see in later stages, but rather a sensitivity to light and a general discomfort), I felt overheated, couldn't sleep, my hands had tremors. Most of these things I chalked up to nerves or stress or age until I just couldn't ignore them anymore. Of course not everyone who has thyroid disease will exhibit the same symptoms or experience them to the same degree, but anyone who has read much about Alexandra would recognize many of these. Her heart palpitations and shortness of breath are well-documented; as are her complaints about eye strain and anecdotes about how cold she kept her residences because she was intolerant of heat. Facial flushing is another symptom, as are panic attacks in some people. Alexandra exhibited both of these, as well, according to descriptions of friends and acquaintances. Graves' is not the only thyroid autoimmune disease - Hashimoto's Disease is on the other end of the spectrum, and causes hypothyroidism (which has symptoms of depression, mental fuzziness, lethargy, muscle aches, weight gain, feeling cold, etc.; basically the opposite of the Graves' symptoms). In some cases, people with Hashimoto's can fluctuate between hyper- and hypothyroid states for years before their thyroid finally gives up the ghost and shuts down.
At any rate, after diagnosis, and after hearing from many other women - and it is 7 or 8 times more common in women than men - about their own symptoms and struggles, I began to see Alexandra's health problems in a different light. I do not know if she suffered from a thyroid condition; Graves' Disease was a known and named entity by the mid-1800s, and I believe Hashimoto's was described in the late 19th/early 20th century, as well. So I would have thought her physicians would have at least considered it as a possible diagnosis, and they didn't seem to have done that or at least didn't document it, as far as I know. I am also not sure how it was even diagnosed 100+ years ago. Now it is done with a blood test. I would assume Alexandra's physicians would have at least felt her thyroid to see if it was enlarged, but that isn't always obvious. My thyroid was only minimally enlarged; I doubt it would have been detectable on palpation alone.
It is also important to remember that a tendency toward autoimmunity is inherited, but the condition may manifest differently in different individuals, or not at all. My father also has an autoimmune disease, but it is a different one than I have. So I inherited the marker for autoimmunity from him, but mine manifested as thyroid disease, his is another condition. Then there also usually is a trigger that sets the disease in motion; often a stressful life event or an illness. The timing of Alexandra's rapid health deterioration a few years after Alexei's birth and hemophilia diagnosis follows this pattern, considering autoimmune symptoms do not begin to show overnight; it takes months to years for them to become severe enough to be noticed. Stress also exacerbates autoimmunity, and most autoimmune conditions exhibit flare-ups and periods where symptoms aren't as bad. As for Alexandra's headaches and leg pains, those were both conditions she complained of as a very young woman, before the other problems began. So migraines and sciatica were life-long problems for her, and seemingly completely unrelated to her later health issues.
Again, we will probably never know one way or the other, but it is something to consider . . .