I'm confused where these pictures are at the Alexander Palace, Saruska? The first one posted, I can't figure out even if that is the right side of the palace.
I've never been to the palace myself and all of these photos were culled from the AP threads, so here are my best guesses:
1. I *think* the first photo is the back of the left (Navy) wing -- the formal halls would be to the right, and the wing extending toward the left of the photo.
2. I believe the second photo is the inside/courtyard side of the Navy wing, or the outside of the IF's private wing. Both areas appear to have parking and electrical posts, but judging by the peeling paint in the photo I'd lean toward the Navy wing.
3. I'm not at all sure about the third photo, but if pressed I'd guess it was somewhere along the outside (non-courtyard) wall of the IF's private wing -- the condition of the paint looks to good to be anyplace else! Unfortunately I'm not familiar enough with the grounds to be able to place the little bit of fence that's visible in the foreground.
Here's a marked aerial photo to clarify my guesses:

You're correct that none of the contemporary photos I posted correspond to the location of the vintage picture Geglov posted of Anya, Olga & Tatiana. However, due to the symmetry of the palace and the similarities of the window proportions and positions, I think my photos prove that the building in the background of Geglov's photo must indeed be the AP.