Apparently there was a fair few items of clothing of the Imperial family found in the possession of the guards, this also included corsets and underclothes. I think in the Autumn of the Romanovs? There was a list of inventory of items found in the house, local garbage dump, possession of/and homes of guards. It looks more like a night dress (with skirt) or a winter chemise, top and skirt.
I blown my screen to 150% and I can see the Cyrillic A H or A N (To us) stitched in red.
This item was most likely listed in the inventory.
A wonderful find there.