Well, I'm not so sure about the women's dresses themselves being different colors standing for different ranks, but I do know that the Imperial Royals wore a blue sash around their torsos, men included. If they were a Romanov family member, it was light blue, if a friend or someone else close to the family that was of high status (i.e.: Pierre Gilliard, Dr. Botkin, ect.) the sash was red. For the women in particular, if they were unmarried, like the grand duchesses, they wore a red bow on their left shoulder along with the sash. I think the dresses that you traditionally see the grand duchesses in (such as ones with the "flaps" instead of sleeves with a crown and a bow holding their hair back) were typical court dress for a Tsar's daughter. The hem of the dress became longer as they got older. Alexandra's court dresses usually included gloves and a fan with a traditional crown to match the dress, but I don't think she wore a dress of a specific color because of her status.... I could be wrong though.