and in 1898 NII's cousin, the second in line heir, married a Princess of Mecklenburg-Schwerin.
Uff da, that was meant to be NII's
Danish cousin (Christian X)...
Not to mention that Grand Duchess Marie Pavlovna Sr was a Schwerin Duchess. (She was also connected to the Reuss line as her mother was a Princess of Reuss)
Speaking of Slavic connections, it's interesting that Maria Pavlovna's grandfather Prince Heinrich LXIII. Reuß zu Köstritz owned the Saxon estates Leichnam / Lichań and Klix / Klukš, two villages wich both were Sorbian-speaking in the 19th century. (Sorbian is still spoken in the region today, but not in those two villages.)
I don't see why Anastasia couldn't have married Olav. There was a pre-requisite that she change her religion to be Queen.
Yes, but I do think such a marriage would have been difficult if not impossible in reality. Before 1914, when the parties anyway were too young, the objection would not so much have been the fear of Russian expansion (always a threat in Norway's northernmost province, Finnmark, though untill WW2 Finnish expansion and colonisation was more feared), but rather fear of reactionary Russian political influence. (The Russian Emperor being viewed as a tyrant, not at least because of his policy in Finland.) During WW1 a Russian marriage would have added an interesting twist to the conflict between pro-British King Haakon VII and his slightly pro-German government in officially neutral Norway. Of course, after 1917 / 1918 a Romanov queen would have caused political tension and insurmountable diplomatic difficulties. (Well, perhaps not. If Queen Maud could be ill or absent from most state functions, so could a Romanov first lady.) Even though after the 1920 Treaty of Tartu, when Russia ceded the Pechenga Corridor (by the Barents Sea) to Finland, Norway and Russia did not share a border anymore. (Not untill WW2).
BTW the Soviet ambassador to Norway 1923-1930, Alexandra Kollontai, was the world's first accredited female ambassador. Perhaps a good match for tomboy Anastasia Nikolayevna!
Perhaps Queen Maud would have had sentimental reasons to support such a marriage, considering that she had been in love with Grand Duke George Alexandrovich in her youth.