The Baroness was not actually permitted to leave Bolshevik Russia by Bolsheviks. It happened during a long and varied chain of events over more than a year. The party she was put out with, including Gibbes and Gilliard, were told to leave Ekaterinburg, and were threatened that they must. The reason Schneider and Hendrickov where executed is because they were in a group of seventeen essential servants the family was allowed to keep, and Buxhoevedon and the tutors were not. So there's the explaination why they were in more danger of execution- they were in a different category. Buxhoevedon mentions in her book "Left Behind" how they did risk themselves to try to see the family, and they saw Nagorny as he was being taken to his execution. For a moment, their eyes met, and they knew he had seen them. They held their collective breath in fear he may unintentionally give them away, but he was careful not to and they were grateful. They were amazed at his presence of mind considering his own impending fate.
For many months, she, the tutors and a few others traveled across Siberia, facing many challenges and both good and bad situations, danger, and even at times remaining anonymous. They were in towns that had fallen to the Reds, Whites, Greens, all of them, and back again. This was common in those days in Siberia. In fact this is how they got out of Russia! The area they left Russia from (Omsk) was not under Bolshevik rule at the time but controlled by the Whites under Admiral Kolchak with a heavy British presence. Their British military train passed through parts of China and ended up in Vladivostock, which at that time was controlled by Allied forces, mainly the British. It was because of this that they had no problem securing their exit from Russian territory. She said she owed her escape to a British General named Knox.
Buxhoevedon sailed to Japan, and from there to Hawaii, then San Francisco, traveled by railroad to New York where she took an ocean liner to England, and then traveled on to her father in Sweden. Hers was a remarkable and very informative journey, gives much insight into her as a person, as well as a lot of eyewitness accounts of the Russian civil war in Siberia. You can read it right here on this site.
http://alexanderpalace.org/leftbehind/preface.html