This thread is pretty old, but I'll go ahead and post anyways so that people browsing the forum might see it.
Pierre Gilliard did write another memoir beside Thirteen Years, about the Anna Anderson controversy: "La Fausse Anastasie: Histoire D'une Prétendue Grande-Duchesse de Russie." I got lucky to find someone translated it to English and published it as an Amazon ebook; unfortunately, this translator uses Gilliard's text to try and prop up his own Anastasia pretender. Plus, this ebook is littered with antisemitic remarks. So it was pretty embarrassing for me that I spent money on it, I wish I'd just found + translated the original text myself, even though I don't know French....
Anyways, there's a really revealing piece of text in this Gilliard memoir. He includes the text of a letter Anastasia wrote to his wife (Alexandra 'Shura' Tegleva) and then says this:
"At the time of this letter of 4 August 1915, Anastasia was 14 years old. What is there more simple and natural than this letter, which distinguishes her from all other young girls, and how can one even suspect in reading it that she is the daughter of the Emperor!
It’s that Anastasia had no one who could recall this conventional type of a Romanesque princess. She was a young girl, sound and in good health, who wanted to enjoy life fully and who had but one regret, that being born a grand duchess she was deprived of that liberty which she envied in simple mortals. It was she herself who, at 11 years of age, pleaded with her mother to place her into an institute where she could have a lot of friends and who, two years later, compelled her to let her devote herself to the theater, a vocation for which she felt an irresistible inclination."
Sounds like at least Anastasia was having some issues with loneliness/isolation. None of the letters/diaries of the Nicholas, Alexandra, the GDs, etc, give any reference to either of these incidents. It really goes to show that the primary documents give the appearance of cheeriness when, at least with this daughter, something wasn't right.