King Alexander has grown up in Russia,served in Russian army corpus and had many cousins in Imperial family(his aunts and his sister married Romanovs)...
There were many,many Russians in Serbia at that time,after Revolution...many noble families took refuge there such as:
-Raevsky(related to Nikolai Raevsky,aka "Count Vronski" from "Anna Karenina")
-Wrangel(General Peter Nikolaevich,whose father Baron Nikolai was also buried in Serbia)
-Bagration(immediate family of Princess Tatiana Konstantinovna after the Revolution came to Serbia,because her sister in law-Helena was Princess of Serbia)
-Stolypin(cousins of Peter,one became a famous photographer)
-Saltykov(mathematician)...
-Tolstoi(descendants of famous writer Lev Tolstoi-this branch of the family is from his grandson Count Count Ilya Tolstoi(born in 1896) and are known as "Serbian Tolstois")
and so on...
There is a fact that 70 Russian generals and admirals of the Imperial army took refuge in Yugoslavia after the Revolution...many of them were famous academics,architects(Krasnov constructed some famous buildings in Belgrade including one of the Royal Palaces),artists(actress Tatiana Lukanova,her cousin married a member of Tolstoi family)...