I don't see that's its a case of Olga being more intelligent than the others. From all the witnesses who met the two elder girls at the Lazaret during the war the overall impression was that Olga was far less able than Tatiana to control her emotions and was particularly open and expressive.
In my opinion Olga's inability to cope with the trauma of working at the Lazeret given her age and sheltered background was perfectly normal and entirely understandable. On the other hand Tatiana's ability to not just cope but excel in the situation given the same background and relative age was extraordinary. Thats not to say Olga was weak and Tatiana was strong, rather that Olga felt and expressed things immediately where as Tatiana was able subdue her emotions so that she could focus on the task at hand.
In my opinion that made Tatiana a born nurse, her instinct was always to help others and put their needs first. Again that's not to say that Olga was selfish in anyway, just that Tatiana could focus on what needed to be done there and then in the crisis where as Olga would analyse, and then grasp the overall situation, sometimes to her detriment. Both are strengths and the sisters complimented and balanced one another.
With regard to the rest of the family, the Tsar and Empress obviously believed that the only danger was to themselves as otherwise they absolutely would not have allowed their family and suite to accompany them into captivity as readily as they did. There is simply no evidence that Maria, Anastasia, and Alexei ever expressed awareness of the danger and again the consensus of the witnesses was that they did not. In contrast, Anna Demidova is recorded as having been terrified of 'what the Bolsheviks might do to them'. This suggests that the younger members of the family were deliberately sheltered as much as possible and treated very much as 'children'.
The most interesting event in this respect for me is when the family were separated at Tobolsk. Its obvious from witnesses that at this point the Tsar and Empress still only considered Nicholas himself was in danger as otherwise its very unlikely the Empress would have left Alexei. I think its fair to say however that by the time Yurovsky took command of the Ipatiev House all of the captives were disturbed and afraid to some extent and the last visiting priest's testimony adds weight to this. However the the testimony of the cleaning ladies who were among the last people ever to see the family alive contradicts this impression to some extent. The problem is apart from Doctor Botkin's unequivocal letter written the night they all died we don't have any documentary evidence to prove how they felt either way other than witnesses 'impressions'.
Again, I have to stress the consensus there was that among the family, only Olga seemed to understand the danger they were all in.