from the memoirs of Alexei Volkov (who worked for GD Paul)
"Their family life flowed there; peacefully and serenely. A first child was born, Grand Duchess Marie Pavlovna. The people most close and dear to him during this time were Grand Duke Serge Alexandrovich and his wife Grand Duchess Elizabeth Feodorovna. Unfortunately, this idyllic family would not last long. Grand Duke Serge Alexandrovich was named to be Governor General of Moscow. He practiced the greatest hospitality, in general, and above all his pleasure was great whenever he had his parents as guests. Grand Duke Paul and Grand Duchess Alexandra frequently saw them at their homes in Moscow and at Ilynskoe. At those times there would be balls in their honor, all very lively, and picnics and receptions without end. It was in Ilynskoe, Moscow Government, than an unexpected and fatal event took place for the Grand Ducal couple. The Grand Duchess, who was awaiting the birth of a second child, fainted one day during a ball, and was stricken with violent pains of premature childbirth. She was immediately taken to her apartments. This sad accident was the result of some imprudence on the part of the Grand Duchess the day before. At the estate at Ilynskoe, on the bank of the Moscow River, a dingy was permanently moored. The Grand Duchess took frequent walks there with her friends. She would not take the small path that led down to where the dingy was moored, but instead always jumped from a small ledge down directly into the dingy. That day, she did that again, despite her advanced pregnancy. This accident of which I speak and the resulting premature birth of the child - later the Grand Duke Dmitri Pavlovich- were the result. Everything was done to save the Grand Duchess. The efforts of doctors, the ultimate in their science, were all in vain. Grand Duchess Alexandra Georgievna died after two days of terrible suffering. It is quite impossible for me to describe the despair of Grand Duke Paul Alexandrovich. "