The bottom one was presumably taken in Germany, since it is captioned in German. That, and the photo of Nicholas, were certainly taken outside Russia, since they are in civilian clothes (as Russian officers, they always wore uniform in Russia). I would hazard a guess that all the pictures were taken on a visit to Darmstadt.
The caption on the bottom picture could give the date as 1895, but it isn't complete. It might be 1896, 1898 or 1903, but not 1905, since Sergei was killed on 17 February 1905.