I agree it's most likely a mistake or pure fantasy, but to set the record straight Grand Duchess Anastasia Nikolayevna was, as a maline-line Holstein-Gottorp-Romanov, by the law of the Holy Roman Empire also Duchess of Holstein, Stormarn, Dithmarschen, Oldenburg and Delmenhorst. All these North German fiefs had originally been counties (except Dithmarschen, which was a lordship, alternatively a free yeoman republic, if you contest the Holsatian Dukes' conquest!), so in theory dynasts, and especially junior dynasts, could use the comital title. For practical pruposes I can imagine Romanovs travelling incognito as Countess of Oldenburg, Stormarn etc.
Most of them (except Delmenhorst) figured in the Emperor's full title (Герцог Шлезвиг-Голстинский, Сторнмарнский, Дитмарский и Ольденбургский) together with Duke of Schleswig, which never had been a county, but the Kings of Denmark had used Countess of Schleswig as a title for morganatic spouses. There are also comital families called (von) Holstein not related to the Oldenburgs / Holstein-Gottorps both in Denmark and in Germany. As you may know Anastasia's possible second cousin once removed, Princess Thyra's alleged illegitimate daughter Marie Jørgensen, was married to Frode Pløyen-Holstein (or more correctly: Pløyen von Holstein), a distant relative of the Counts Holstein of Ledreborg. They were tenants not only of a Danish prime minister's Nazi nephew, but also of his lesbian cousin, who co-habited with a Von Holstein! See
this post for details.More trivia: The original, medieval Counts of Holstein and Stormarn (hereditary foes of the Kings of Denmark and Dukes of Schleswig) were the Schauenburgers or Schaumburgers, from the County of Schauenburg (later Schaumburg) on the border between Lower Saxony and Hesse. When the male line in Holstein died out in the 15th century, the last Counts' cognatic (female-line) nephew, Christian, Count of Oldenburg and Delmenhorst, inherited Holstein and Stormarn from his uncle and was formally elected / confirmed by the nobility of Holstein. Because he was elected King of Denmark and Duke of Schleswig at the same time, he had to issue the fatal Charter of Ribe, which promised that Schleswig and Holstein would be
up eewig ungedeelt....for ever undivided. Thence the legal pretext for the Wars of Schleswig.
Since only Christian of Oldenburg's mother was the daughter of Count of Schauenburg / Schaumburg, Christian I could not claim that title. Instead, when the last Count of Schaumburg died without male-line heirs in the 17th century, most of the County of Schaumburg fell to his mother's family, the Counts of Lippe. A junior Lippe cadet founded the mini state Schaumburg-Lippe, which existed untill 1918.
The dynastic arms of the Coat of Arms of the Russian Empire shows all of these counties:
Left / dexter: Romanov
Right / sinister:
Gold lion on red: Norway
Two blue lions on gold: Schleswig
Silver nettle leaf with red and silver shield: Holstein (originally Schauenburg / Schaumburg)
Silver swan on red: Stormarn
Gold and silver knight on red: Dithmarschen
Overall / inescutcheon:
Two red bars on gold: Oldenburg
Gold cross on blue: Delmenhorst
