We have just found confirmation of the Tchcheglovitov report in the Diaries of V. M. Purishkevitch , Right wing Duma member and part of the murder of Rasputin:
26 November 1916: (snip) I feel that the Valdimiroviches, and their mother, while remaining inherently foreign and germanophobic, do not only harm to our army at the front, but constantly intrigue against the Sovereign ( which they try to disguise with high flown talk about the good of Russia).
They have never given up their hope that the throne of Russia would one day revert to their line. I can't help but remember the story told by Ivan Grigorievich Tchchelgovitov, of how, when he was Minister of Justice, Grand Duke Boris Vladimirovich came up to him one day to have him elucidate the question: did they, the Vladimiroviches, have the right according to the laws of the Russian Empire, to succed to the throne, and if not, why not?
Tchcheglovitov, who after this talk with the Grand Duke Boris, became the subject of their cruel hatred, received from them the nickname of Vanka Cain (an anti-Semitic slur), explained to the Grand Duke that they had no right to the succession because the Grand Duchess Marya Pavlovna, their mother, had remained a Lutheran after her marriage. Boris went off disappointed, but some time later he put at Tchcheglovitov's disposal a document which made it clear that Marya Pavlovna had ceased being a Lutheran and had become a member of the Orthodox Church...
V.M. Purishkevich, The Murder of Rasputin, Edited by Michael E. Shaw, 1985 Ardis Publishers. ISBN 0-88233-931-1. pg 87-88.