His daughter came from Russia with the Emperor's permission to be a nurse in Serbia during the war...Her only Russian companion there was her lady in waiting Princess Alexandra Alexeevna Scherbatova,who also served as a nurse...
Helen remained she in Serbia until 1918 ? And Is this why she escaped the persecutions against the imperial family from the Russian Revolution of 1917 ?
No, Helena didn't remain in Serbia, in 1918 she went to exile to the Siberia together with her husband Ioann, the death was touch-and-go with her as she escaped from Alapaevsk just days before the murder of Ioann and his relatives and was a prisoner in Moscow for some time. After she was disimprisoned she was able to go to Serbia.