Well,Sophie, I can at least answer one of your questions.
Margaretta left the Alexander Palace after the birth of Alexei, but only by a very short time.This was just after the heir's baptism, which Margaretta attended, enjoyed, and very briefly described.
The grand baptism itself was twelve days after his birth, which was M.E.'s birthday too!
I can't be 100% sure, but very nearly so, that OTMA didn't have individual rooms on Standart or at Spala.Possibly, OT and MA shared rooms at Spala.On the yacht, I'm inclined to think they may have shared a single cabin, but I 'm far from certain, which doesn't help much, I know.