A set of photos exists in which Tatiana and another officer pose as if they are in a flirtation. But in this photo I think it likely that Tatiana is winking at the camera in acknowledgment of her sister's affection for Paul Voronov. Marie looks like she is being squashed into the camera frame as something of a late or even incidental addition, and probably Anastasia is the one holding the camera.
I don't know that Paul Voronov actively broke Olga's heart; it seems to have been one of those situations in which a young woman fell in love with someone who was inappropriate for her in terms of social station. A translation of Olga's diary indicates that Voronov acknowledged he liked her, but given that he was an older and more worldly-wise person, as well as being diplomatic and trustworthy, I doubt he said anything to her that wasn't aboveboard. Perhaps Olga received positive "vibes" from him, but Voronov was not the sort of mercurial personality to ruin his career by deliberately hurting the feelings of the Tsar's oldest daughter, let alone behaving in what would then be described a "caddish" manner. I have the feeling that Olga--being young, sensitive, and relatively unsophisticated--developed and nurtured strong feelings for Voronov which she then had to put aside upon his engagement to Olga Kleinmichael. I'll add that I've seen only one photo of Olga Kleinmichael, a formal portrait taken perhaps 10-15 years after the revolution, and she is quite an attractive woman with dark, expressive eyes; the camera captures her in a pensive, almost haunted, attitude.
Grand Duchess Olga continued to keep in touch with Olga Kleinmichael and Paul Voronov after their wedding, sending birthday greetings and so forth and even visiting with them at their apartment. Olga Voronov last visited the family at Alexander Palace in early 1917, shortly before the children fell ill with the measles.