I too have found Xenia to be extremely neglected in
history as well. I really would like to have known both
her & her sister Olga.
A telling fact on Xenia, was while attending a funtion with her grandson Alexander, he signed the guest book
as "Prince Alexander Romanov", Xenia coming behind
him scratched it out & wrote "Alexander Romanov Esq".
This was in London in the 30's or 40's.
The book on Xenia gives a fascinating look at their period of captivity in Russia, and the exile in London,
Hvidore, Paris. It seems that she was the favorite cousin of King George V, and he granted her exile in
England, and had various friends look after her expenses, and her home. She was on very good terms
with Queen Mary, Queen Alexandra, and the Royal
Family.
She was great friends with Alix F., before & for a few years after the marriage, it seems that Alix was jealous
of Xenia's bevy of son's while she as the Emperor's wife
was producing daughters, and then her only son was
born with hemophilia. I think it wasn't until Alix's use
& friendship of Rasputin that their friendship was broken completely.