Hello: I just came upon this site. I was interested in the posted replies and wanted to add that Nikolai used his daughters as much as he could to gain Montenegro more clout on the European stage--thus he sent his eldest daughters to the Smolny Institute in Russia for education.
Zorka was married off to Peter I of Serbia, who was 25 years her senior. After they married Serbia provided greater assistance to Montenegro. But Zorka died prematurely, and just a few weeks later their son (Andrei) died and Peter returned to Serbia. Later, he insisted on having both Zorka and Andrei remains to be re-interred in Serbia, causing a rift between the two nations.
While at the Smolny Institute Jelena danced with the Tsarevich (later Nicholas II) and there was discussion of Jelena as a suitable bride for him. However, there was an incident at a dance in 1890 over who would dance with Jelena that led a Finnish Count and one of the Youssopov's to fight a duel over Jelena. Because of the duel and the bad publicity that it brought Jelena was later expelled from the school and was no longer thought to be an appropriate bride for the Tsarevitch. It was at this time that Nikolai began construction of an island monestary to put his wayward or unmarriable daughters in.
However, at the same time, the Italian Royal Family was looking for a bride for Victor Emmanuel, but wanted someone who would be able to bring in some 'fresh blood' to the Italian Royal House. and Nikolai jumped at the chance of marrying off Jelena to the Crown Prince of a potential ally. However, problems arose when King Umberto insisted that Jelena would have to convert to Catholicism. This caused a great deal of dissent, especially from Milena, who refused to attend the wedding.
Both Milicia & Anastasia married Russian Grand Dukes, and Anastasia became a confidant of Empress Alexandra's, and she introduced Rasputin to her. Again, these marriages were managed by Nikolai in order to solidify his on again/off again alliance with Russia. Many have noted the 'Montenegrian influence' the two attempted to bring into the court at St. Petersburg.
In an attempt to cover all of his bases, Nikolai married his daughter Ana off to Prince Franz-Joseph of Battenberg in 1897. Although the Prince died prematurely, Ana remained in mourning for the rest of her life.
Because of the incident at the Institute in 1890, Nikolai was forbidden to have his 2 youngest surviving daughters (Ksjena & Vjera) attend Smolny--therefore neither had any formal schooling, and neither married.