Prinz/Prinzessin = Prince/Princess
Grand Duke (Vyelikiy Knyaz in Russian) is only used for the son and grandson of an Emperor in the male line only.
"Fürst" is Duke, the Russian being Knyaz
The descendants of a Grand Duke other than sons and direct male Grandsons are all Prince/Princess, which is why Xenia's children were titled as such.