A bit of curiosity here about Xenia's name. Is the name Xenia a pet form of Alexander? It's rather unique, considering that I couldn't think of any another Grand Duchess with that name.
Alexander's nickname was Sandro.
Xenia or Ksenia is a Russian name. At the time that the latter Romanovs were having children, traditional Russian names were very popular amongst the royal and aristocratic families. In the Romanov family, we suddenly saw names such as Olga, Tatiana, Xenia, and Anastasia for girls. For boys we saw Ioann, Vyacheslav, Igor,Dmitri, and Rostislav.