With Olga Alexandrovna there was quite a bit of closeness and trust, and they seem to have got on well together.
Alix and Xenia Alexandrovna were rather close, at least as confidants while corresponding, before her marriage to Nicholas, and also in the first few years of his reign. Olga Nikolaievna and Irina Alexandrovna often played together as children. In time, though, this relationship became rather strained, and Xenia took up for her mother, which set her at odds with Alix; Olga Alexandrovna, not being particularly close to her mother, remained much closer to Alix.
Xenia and Sandro (the latter especially) seem to have harbored the idea that they would have some influence over Nicholas, but it was Serge and Ella who, in the first decade of his reign, probably had more influence.
After the Revolution, Olga as far as I can tell never said anything mean spirited about Alix, whereas in exile Xenia was full of venom, complaining to any number of people that Alix "had made a rag out of Nicky" and blaming her for everything that had happened.
Alix's relations with Ducky, Ernie's first wife, were never terribly good; when Ducky married Kirill Vladimirovich, Alix forced herself to associate with her, as she had to do so. There are, however, several instances later, during the War, when they seem to have come to some kind of understanding, though that crumbled away in the months before the Revolution.
The relationship with Grand Duchess Eleonore of Hesse, Ernie's second wife, was much easier in all respects. Alix adored Ernie, and appreciated Onor's care of him. There are a number of particularly warm letters between them.
Greg King