The Old queen always felt uneasy about Alix going to Russia. maybe she knew what was in store for her...
I found this on TheMauveRoom's incredible page. Letters from Queen Victoria to Victoria of Battenberg on the subject of Alix's marriage:
31 March 1889
"And now let me say a word about Alicky. Is there no hope about E[ddy]? She is not 19—-and she should be made to reflect seriously on the folly of throwing away the chance of a very good husband, kind, affectionate and steady and of entering a united happy family and a very good position which is second to none in the world! Dear Uncle and Aunt wish it so much and poor E. is so unhappy at the thought of losing her also! Can you and Ernie not do any good? What fancy has she got in her head?"
29 December 1890
"In my last letter I said I must write to you about a subject which I had no time for, then. It is about Alicky and N[icholas]. I had your assurance that nothing was to be feared in that quarter, but I know it for certain, that in spite of all your (Papa’s, Ernie’s, and your) objections and still more contrary to the positive wish of his Parents who do not wish him to marry A. as they feel, as everyone must do, for the youngest Sister to marry the son of the Emperor —-would never answer, and lead to no happiness,—-well in spite of this behind all your backs, Ella and Serge do all they can to bring it about, encouraging and even urging the Boy to do it! I promised not to mention who told me—-I must do to you, it is Aunt Alix who heard it from Aunt Minny herself who is very much annoyed about it. You must never mention Aunt Alix’s name, but this must not be allowed to go on. Papa must put his foot down and there must be no more visits of Alicky to Russia— and he must and you and Ernie must insist on a stop being put to the whole affair.
The state of Russia is so bad, so rotten that at any moment something dreadful might happen and though it may not signify for Ella, the wife of the Thronfolger (heir to the throne) is in a most difficult and precarious position.
I have written all to Papa, who must be strong and firm and I am so afraid he may not be. It would have the very worst effect here and in Germany (where Russia is not liked) and would produce a great separation between our families.”
21 October 1894
"All my fears about her future marriage [Princess Alix to Tsar Nicholas II] now show themselves so strongly and my blood runs cold when I think of her so young most likely placed on that very unsafe throne, her dear life and above all her husband’s constantly threatened and unable to see her but rarely. It is a great additional anxiety in my declining years! Oh! How I wish it was not to be that I should lose my sweet Alicky. All I most earnestly ask now is that nothing should be settled for her future without my being told before. She has no Parents and I am her only Grandparent and feel I have a claim over her! She is like my own Child as you all are my dear Children but she and he are orphans."