I'm not sure about Olga Alexandrovna being there-I've never seen a reference to her, though in Vorres she makes reference to Alix's costume and to Michael, so who knows? I've got some kind of book round here with everyone and their costumes but wouldn't know where to find it!
As to the Dowager Empress, however, she did not attend the first night, then later attended when the ball was given in a slightly varied form a few nights later; she did not wear any costume though-of that I'm quite certain, as numerous books make reference to this-the second ball was repeated specifically so that she could see it, and it's this second ball that Michael Alexandrovich attended.
Greg King