Through the years, the health of her husband only got worse, but his sudden death became a royal scandal. In the early hours of April 10, 1897,Grand Duke Friedrich Franz III of Mecklenburg-Schwerin was found unconscious at the bottom of the villa’s 25 foot high retaining wall by his coachman on the road below the rose-festooned parapet, which encircled the villa’s garden. The Grand Duke had obviously jumped in attempt to end his life [21]. He was carried back to the villa where he finally died [22]. The night before, Anastasia had thrown a party at which her husband did not want to appear due to his bad health. Anastasia was so unpopular in Schwerin that she was suspected of killing him. Her husband death was ruled as an accident, but he had probably committed suicide. Anastasia seemed to have mourned her husband sincerely, telling her lady in waiting “ I have lost my best friend” [23].
At her husband's death Anastasia inherited all his private property; the Villa Wenden and Gelbensande, even though this palace should have been passed to her 15-year-old son, who became Friedrich Franz IV, Grand Duke of Mecklenburg-Schwerin under the regency of his uncle Duke Johann Albrecht until 1901 when he came of age. From them on Anastasia rarely visited Schwerin, always staying at Gelbensande. She preferred to live in the Riviera or to travel to St Petersburg, Paris or England. In 1898, her eldest daughter, Alexandrine, married the heir of the Danish Crown, who later became king Christian X of Denmark.
Only thirty-six years old when she became a widow, Anastasia’s life was again moved by scandal. While remaining very attached to her family, her thirst for living, strong personality and her spirit of independence caused in its medium a lot to talk about. The Grand Duchess kept a small apartment in Paris, where she led the life of the rich and beautiful, going to parties looking wildly for distractions [24]. She also gambled heavily at Monte Carlo. Fascinated by her, the croupiers would roll the ball intentionally into her favorite section of the roulette wheel, to increase her chances of winning [25]. She started an affair with her personal secretary, Vladimir Alexandrovitch Paltov, and became pregnant by her lover. At first she pretended that her swelling was the result of a tumor. When the time came to deliver, she claimed she had contracted chicken pox for which she had to be quarantined. Her illegitimate son, Alexis Louis de Weden, was born in Nice on December 23, 1902 [26]. The name de Weden was granted by the King Christian IX of Denmark after Anastasia’s villa. She did bring up her illegitimate son herself. When later he was sent to study in a boarding school in Normandy, she wrote to him every day.
In the following years Anastasia’s children got married, her son Friedrich Franz IV in 1904. Grand Duchess Anastasia was vey unpopular in Germany, due to her French sympathies. Kaiser Wilhelm II of Germany particularly disliked her and when in June 1905 Anastasia's youngest daughter,Cecile married Wilhelm II’s eldest son, Wilhelm, German Crown Prince, Anastasia was allowed to come to the court of Berlin only twice, first for the wedding and later when the first son of this marriage was born. She was advised never to live near her daughter [27].
Anastasia’s father Grand Duke Michael Nicolaievich of Russia had a stroke years earlier, moving to live near her in the South of France. Upon his death in 1909, she inherited immense wealth. In the first decade of the twentieth century, the Grand Duchess occupied herself visiting her relatives, her children, growing number of grandchildren and her hobbies: reading, going to parties and the gambling tables in nearby Monte Carlo. Always the eccentric, one contemporary described her as “ completely indifferent to anything but her own desires” [28]. Prince Felix Yussupov who married her niece, Princess Irina of Russia, met Grand Duchess Anastasia Mikahilovna in Paris in 1913 describing her in his memoirs:
“ Although she was well over forty, she had lost none of her high spirits; she was kind and affectionate, but her eccentric and despotic nature made her rather formidable. When she heard that I was going to marry her niece, she took me in hand. From that day my life was no longer my own. She was an early riser and she used to telephone me at eight in the morning. Sometimes she came to the Hotel du Rhin, where I was staying, and sat reading the papers in my room while I dressed. If I happened to be out, she sent her servants all over Paris to look for me and sometimes took part in the search herself. I never had a moment's peace. I had to lunch, dine, go to the theater and supper with her almost every day. She usually slept through the first act of a play, and then woke up with a start to declare that the performance was stupid and that she wished to go somewhere else. We often changed theaters two or three times in one evening. As she felt the cold, she made her footman sit on a chair at the door of her box, holding a small traveling bag filled with shawls, scarves and furs. All these objects were numbered. If by chance, she was awake and felt a draft, she would ask me to bring her such or such a number. I could have put up with all this but unfortunately she had a passion for dancing. At midnight, now wide awake, she would drag me to a night club where she danced till dawn
