On the subject of "jealousy" over Nicholas, I found this in the same chapter of Anna's book, just below the letters:
http://alexanderpalace.org/russiancourt/XXII.htmlShe had her human faults and failings, as she freely admits. Some of these traits can be described, as the French express it, as "the faults of her quality." Thus her great love for her husband, which never ceased to be romantic and youthful, caused her at times cruel heart pangs. Because this has nothing to do with her life or her story I should not allude to the one cloud that ever came between us-jealousy. I should leave that painful, fleeting episode alone, knowing that she would wish it forgotten, except that in certain letters which have been published she herself has spoken of it so bitterly that were I to omit mention of it entirely I might be accused of suppressing facts.
I have, I think, spoken frankly of the preference of the Emperor for my society at times, in long walks, in tennis, in conversation. In the early part of 1914 the Empress was ill, very low-spirited, and full of morbid reflections. She was much alone, as the Emperor was occupied many hours every day, arid the children were busy with their lessons. In the Emperor's leisure moments he developed a more than ordinary desire for my companionship, perhaps only because I was an entirely healthy, normal woman, heart and soul devoted to the family, and one from whom it was never necessary to keep anything secret. We were much together in those days, and before either of us realized it the Empress became mortally jealous and suspicious of every movement of her husband and of myself. In letters written during this period, especially from the Crimea during the spring of 1914, the Empress said some very unkind and cruel things of me, or at least I should consider them cruel if they had not been rooted in illness, and in physical and mental misery. Of course the Court knew of the estrangement between us, and I regret to say that there were many who delighted in it and did what they could to make it permanent. My only real friends were Count Fredericks, Minister of the Court, and his two daughters, who stood by me loyally and kept me in courage.
That this illusion of jealousy was entirely dissipated, that the Empress finally realized that my love and devotion for her precluded any possibility of the things she feared, her letters to me from Siberia amply demonstrate. Our friendship became more deeply cemented than before, and nothing but death can ever sever the bond between us.