Hi Luc,
While it was common knowledge that Alexander III did not get along with his uncle, Constantine Nicholaiovich, Maria Feodorovna and Alexandra Iosefovna were great allies.
AI was the top ranking Grand Duchess to welcome Dagmar to Russia and they kept up an affectionate correspondence & company over the years.
While at Gatchina, MF often visited AI at Pavlovsk and vice-versa.
MF was instremental in arranging AI's daughter, Olga, marrying her brother, King George of Greece..
In fact, MF, AI, Mavra and Queen Olga were a sort of cliche in the Russian Court to counter the Vladimirs.
Maria Feodorovna's favourite Romanov was her brother-in-law, GD Alexei Alexandrovich, and he too was a pet of Alexandra Iosefovna.
Larry