In the beginning, I think the Dowager was told that Nicholas and his family had escaped. There are comments made by several generals who believed an escape had occured. Then there was the missing bodies..... Today, there are still people, who have far more information than the Dowager, believe one or more did escape...
No member of the Russian Royal Family appeared that first week, the next month... She must have been full of anxiety but hopeful that Nicholas and his family had escape... Still, there was only rumors then reports that Nicholas II had been executed and the rest of the family had been taken away and hidden by the Bolsheviks...
Rumors came and went... The Bolsheviks were known for keeping political prisioners isolated and out of sight... The Dowager continued to hope. No body of Nicholas II was found... And, she died hoping that the Royal Family were alive... somewhere.....
Other members of the family took different view. Most believed Nicholas II and his family had been killed. Survival of one or all had been based on rumors....
Some believe the Dowager was in denial. When a person has lost a family member and no body has been found, a person never stops hoping that the missing person is alive somewhere.... They feel if they give up hope that they are guilty of "giving up" when they should be continuing their search.
It is so easy for those of us not touched by such a lost to understand. Without "closure" (a body in a coffin), hopes continue. For the Dowger, this was not just one body, it was the body of her son, her daughter-in-law, their children, and, servents.
AGRBear