Now, the actual documents. Source: A lifelong passion, Maylunas and Mironenko, Weidenfeld and Nicolson, 1996 and King George V, Kenneth Rose, Weidenfeld and Nicolson, 1983
Lord Stamfordham (Private Secretary to King George V), note of meeting, 9 March, Buckingham Palace
"I saw the Prime Minister this morning. He had not seen Sir George Buchanan's telegram received last evening reporting his conversation with Mr Miliukov [new Foreign Minister], in which the latter urged the earliest possible departure of the Emperor from Russia, and suggested that the King and British Government should offer His Imperial Majesty an asylum in this country.
I pointed out to Mr Lloyd George that naturally the King would wish to be consulted before his Government gave a definite reply to this suggestion. ...
Lord Hardinge then joined us, and later Mr Bonar Law... it was generally agreed that the proposal that we should receive the Emperor in this country (having come from the Russian Government which we are endeavouring with all our powers to support) could not be refused....
Lord Hardinge undertook to draft an official telegram to Sir George Buchanan to the effect that the King and His Majesty's Government would be prepared to give effect to Monsieur Miliukov's request that the Emperor and his family should be received in this country."
King George V, Diary - 11 March
"Michael [Grand Duke, Miche-Miche] came to see me and we discussed the idea of poor Nicky coming to England."
Lord Stamfordham to A.J. Balfour [Secretary of State for Foreign Affairs] - 17 March
My dear Balfour,
The King has been thinking much about the Government's proposal that the Emperor Nicholas and his Family should come to England.
As you are doubtless aware the King has a strong personal friendship for the Emperor, and therefore would be glad to do anything to help him in this crisis. But His Majesty cannot help doubting, not only on account of the dangers of the voyage, but on general grounds of expediency, whether it is advisable that the Imperial Family should take up their residence in this country.
The King would be glad if you could consult the Prime Minister, as His Majesty understand no definite decision has yet been come to on the subject by the Russian Government"
A. J. Balfour to Lord Stamfordham - 20 March - Foreign Office, London
My dear Stamfordham,
Many thanks for your letter of March 17....
The question was therefore reconsidered by the Prime Minister, Lord Hardinge, and yourself, and it was decided that Sir G. Buchanan should be told that His Majesty's Government thought if preferable, the initiative having come from the Russian Government, that the Imperal family should come to England. M. Milyukov was informed accordingly, but the Russian Government have as yet come to no decision.
His Majesty Ministers quite realize the difficulties to which you refer in your letter, but they do not think, unless the position changes, that is now possible to withdraw the invitation which has been sent, and they therefore trust that the King will consent to adhere to the original invitation, which was sent on the advice of His Majesty's Ministers".