Sorry I have been absent as I have been doing my own research and wanted to put some information out there on my further discoveries. I will also need to repost the photos for better clarity and detail as the ones uploaded are only photos of photos from my mobile and hence not so clear.
I worked out when the group photos were taken. During WW1 1914 to September 1915, but most likely 1915. Danilov was appointed to the Northern Front as Chief of Staff ,Commander of the 25th Corps from Sept 1915 to 1916 And 1916 to 1917 Commander of the 5th Army.

To make the photo bigger click:
https://dl.dropboxusercontent.com/u/85071626/20140223_155336.jpgMy grandpa remained with the Grand Duke Nikolai Nikolaievic who was appointed to the post of Viceroy of the Caucasus on 21st August 1915 by the Tsar. (My Aunt Agnessa was born 1914 in Kars an autonomous state belonging to Russia in Turkey.) In 1916 the Russian army captured the Fortress at Erzerum etc that is where my grandpa was.
My grandpa was Stepan Filipovic Bezuglov.
His father was Filip Bezuglov.
His mother was Marina Bezuglov.
After their marriage she would be called according to Russian tradition:
Princess Marina Cherkasskaja Bezuglov.
Her father was Prince Cherkasskii
Her mother was Princess Ninella Kobahidze of Gruzia (Georgia).Bela Crkva in Banat sheltered many Russian refugees who escaped from the horrors of the civil war. In the twenties and thirties where my father went to school the town hosted:
- The Nicholas Cavalry School
The Crimean Cadet Corps Azande it's successor
The first Russian Cadet Corps of Great Prince Konstantin Konstantinovic
I think that Stepan's father Filip was in the same military Russian Cadet Cors school as the Great Prince Konstantin Konstantinovic and thus have the same epilettes and thus their children finished the same military school? And that is why they are in the same photograph together as they belonged to the same society.

To make the photo bigger click:
https://dl.dropboxusercontent.com/u/85071626/20140223_155336.jpgDanilov is the old man in the middle of second front row with the white fur hat sitting next to his daughter. Same row as Stepan my grandpa (who is on the end of the left next to the woman).
Danilov is also in the big group photo (right in middle third row). Grand Duke is sitting same row to the right of the picture with a man inbetween them.

To make the photo bigger click:
https://dl.dropboxusercontent.com/u/85071626/20140223_155306.jpgSo this is only some of what I have learnt along the way but thought I would update you thiu far. I really appreciate every feedback given as your expertise and knowledge just continues to inspire me to keep digging.
Svetlana Bezuglov