I've been trying to get an idea about which Oldenburgs were Imperial Highnesses and which weren't. Unlike in the Leuchtenberg clan, were all dynasts became HIH until the 1886 ukaz, the Oldenburg HIH seems to have been rarer and bestowed more ad personam. Did that make the Oldenburgs jealous of the Leuchtenbergs?
As far as I can see:
1. generation: Duke Georg of Oldenburg became HIH when he married HIH Grand Duchess Ekaterina Pavlovna in 1809.
2. generation: Prince Peter Georgevich was by birth a mere HSH and only became HIH in 1845. I guess his wife Theresa of Nassau shared his HIH?
3. generation: Their children were by birth mere Serene Highnesses, but became (Grand-Ducal?) Highnesses by the order of the Grand Duke of Oldenburg in 1855.
Alexandra and Theresa married Imperial Highnesses, but of the boys only Prince Alexander Petrovich became HIH in 1914 (because of his service to the
Emperor, and his son's marriage?). His wife, Eugenia of Leuchtenberg, Princess Romanovskaya, was already HIH.
4. generation: Is it true that Prince Peter Alexandrovich didn't become HIH upon his marriage to HIH Grand Duchess Olga Alexandrovna, but remained a (Grand-Ducal?) Highness?
Of course none of his morganatic cousins were dynasts, but were the Counts and Countesses Osternburg and Zarnekau styled Сиятельство, just like
Russian Counts, even though they were created by the Grand Duke of Oldenburg? (And thus probably actually held the lesser style of Hochgeboren,
высокородие, like all non-mediatized German Counts.)