I've been reading Alex Voklov's memoirs right here, at the Alexander Time Machine, and I came across a very interesting information, which I'd never heard before:
"In the autumn of that same year, 1894, Grand Duke Paul was to go to England, accompanied by Grand Duke Serge Alexandrovich. The reason for the voyage was the arranged marriage of Grand Duke Paul to one of the English Royal Princesses. (...) As I already said, the reason for the journey to England was the eventual marriage of Grand Duke Paul to one of the English princesses. However, that plan was never realized; the Grand Duke and the Princess, it was said, were not able to find "mutual affinity in their characters." We returned to Petersburg at the beginning of autumn.
Does anyone know who this Princess was?