The Dolgoruckys were a family from the ancient line of Rurik, and one of the elite families of the Russian nobility. However, it is doubtful she could have married him under the existing laws of the Romanov Dynasty of the time. These laws still in force today, would have made this marriage unlikely. But she could have known him, and played with him, that is possible. But without further research, it is hard to say the extent of their association. So I would not make assumptions, but I woudn't rule anything out. I have never heard of this before, and it was carefully screened who played with the heir.