There was a slight tiff between two sisters and Grand Duchesses Milica and Anastasia after Anastasia married Grand Duke Nicholas...
Milica was elder sister and the eldest one in the family since Zorka has died...as such and as wife of a Grand Duke she always took precedence,but after the marriage of her sister to her husbands elder brother suddenly Anastasia took precedence over Milica which caused few dissagreements between the two...
Her grandson Prince Nicholas said that he always found Anastasia "false",the way she speaked and behaved and didn't like her because of that.
He also said that Emperor Nicholas II wrote a letter to Milica(1916) in which he asked about her opinion on what territories should be added to Montenegro if the war goes their way...
She was very ambitious for Montenegro,loved it with all her heart and said she would never set her foot on it during the reign of her nephew or anyone others reign except of Petrovic-Njegosh family...while staying with Grand Duke Peter in Montenegro there was a threat for their life from the Turkish side,so they were ordered to leave...she didn't want to leave and she stayed in Montenegro while her husband Peter left for Russia...
She was very brave and adored her father...there is also a story about her and Xenia driving through Skadar lake with their father Nicholas...they heard a shotgun from the other side and thought that Turkish soldiers wanted to kill their father and she and Princess Xenia "hugged" him in order to protect him with their own body from the bullets!
Also,Prince Nicholas said about very complicated relationship this side of the family had with their cousins,the Karadjordjevic family...