It seems the photo of Alexis with the dog was taken in Germany when the IF went to Friedberg (in 1910). The dog looks too big to be Ortino. Probably a German dog: maybe it belonged to the Hessian cousins.
As for Alexis being naked, there is another photo of Alexis standing naked on a beach being rinsed off by Derevenko. I wont post it not to offend anyone as it’s more revealing than the other one
but… it’s in “Royal Russia; The private albums of the Russian Imperial Family”
. Russians often bathed in the nude, as Grand-Duchess Olga recalled in her memoirs: on their way to their summer palace, the IF would often pass groups of fat women with their chidren, all of them naked, wading in the shallow streams around Peterhof, adding :” Our arrival would not upset them in the least. The screaming and laughing children would be silent only momentarily; their mothers would bow slightly and smile in acknowledgment to their Tsar and then they would continue enjoying their bath..”
. She also recalled that when they rode through the park they often would see nude soldiers washing in the rivers and how, at the sudden approach of the imperial carriages, pandemonium would reign: caught by surprise, the men would scramble out of the water, not to get their clothes, but to grab their caps which they would jam on their wet heads, then, smartly standing at attention, they would salute and shout
. She added no one except her British nanny seemed the least offended by this sight! Even Nicholas II swam in the nude with the male members of his entourage, as photos and movies show. He certainly only did it only when no ladies were around, but the fact that the Emperior didn’t object to having his photo taken proves that Victorian puritanism hadn’t really reached Russia.