I think the last pic I saw of Zenaida she was holding a doggie, sometime in the 1920's. There is also the nice one of her and little Bebe.
Yes, there is a pic of Felix dead in bed

I saw it on the Felix Yussoupov homepage which is now down. I didn't save it, it was just too creepy. But his eyes were still open, and he had the same look in them he always had all his life, as a child, as a young man. I thought that was touching.
Greg King's book "The Man Who Killed Rasputin" contains several pictures of elderly Irina and Felix. The years were not kind to either of them considering the beauty they both once had
