Was Erna Bucholz a Russian native, or did she just live in Russia for a time? Her name doesn't sound Russian, it sounds German... But then again, there were many Germans living in Russia.
Erna was a Russian who had been a teacher of German when she lived there. Once she moved to Germany after the revolution, I suppose there wasn't all that much call for German teachers, so she trained as a nurse. She was the first nurse in charge of Fraulein Unbekannt's care. This, verbatim, from her testimony:
"During the nightshift I had special opportunity to converse with her, as generally she could not sleep... I told her one evening that I came from Russia, talked about the Cathedral in Moscow [St. Basil's] and spoke about Russian matters in general... I asked her if she could speak Russian. She answered 'Yes,' whereupn we began to converse in Russian. She did not speak it faultily. Rather, she used whole, complete, connected sentences without any impediments..."
Perhaps we can infer from this statement that Erna Bucholz either came from, or lived in, Moscow.
Another thing about the Russian issue is the fact that GD Olga Alexandrovna, in her biography, specifically stated that when she met AA, she did not seem to speak Russian at all, and insisted on speaking German the whole time (which Anastasia supposedly knew very little of). According to Olga, AA even asked someone in German, "is this the aunt?" when Olga first came in to see her in the room... Sounds kind of odd, unless Olga was confused or was lying.
I could suggest only that Fraulein U would only speak Russian to those whom she thought she could trust. Erna Bucholz earned her trust; Olga Alexandrovna had not.