I haven't read the story yet, but I do know the identity of the "mysterious hand." It seems like a good whodunit story, sort of like a turn of the century
Law & Order.
One thing has me a little confused, though. In a letter to Alix dated 7 December 1916, Nicky wrote that "the cynema [sic] was most interesting last evening; we at last know who that "mysterious hand" is! Her cousin & bridegroom would you believe?" The killer in
Les Mysteres des New York was close to the protagonist, but I don't think he was her cousin or bridegroom. Gibbes wrote that the killer also left behind a "mystic ring." From what I've read of the story, I don't recall a mystic ring being left behind, though there was a character who wore rings, I think. All the same, I'm still leaning towards
Les Mysteres des New York being the movie Alexei watched. It was a hugely popular movie, for one, and it was put out by Pathé. The title fits, as does the subject matter, and I've also read that Pearl White, the woman who played Elaine, was one of Nicholas' favorite actresses. For example,
this website wrote that "with the unprecedented success of
Pauline, Pathé put their new star into three more serials in 1915, changing her character's name to Elaine and her leading man to Creighton Hale. In
The Exploits of Elaine (14 chapters) Pearl was menaced by a villain called "The Clutching Hand"; in The New Exploits of Elaine (10 chapters) she battled evil Chinese opium dealers, and in
The Romance of Elaine (12 chapters) she joined the war effort against Germany. That war plot was on-target, as action-filled serials were very popular with troops at the front. Because Pathé had a strong overseas distribution unit, Pearl's films were seen in countries other companies could only dream about. By 1916, Pearl White had huge followings in Japan, Russia, where Czar Nicholas II was an admirer, and France, where Jean Cocteau also fell under her spell."