In memories of Princess Paley, it describes a liver in Mogilev, the Imperial Family is coming hang tea with them, and that his children and children Imperial was much fun together.
The Empress appeared to have a friendship with Princess Paley, so I think if Olga N. and Vladimir P. were falling in love, the imperial couple would put any objection, especially as the Tsar and Tsarina had promised their daughter not to arranged marriages.