G.D. Olga Alexandrovna was daughter of Princess Dagmar of Denmark and Alexander III. The other child of the pair, Nicholas, Olga's elder brother, later became Czar Nicholas II.
G.D. Elizabeth Feodorovna was daughter of British Princess Alice and G.D. Ludvig IV. Princess Alice was daughter of Queen Victoria. Elizabeth's younger sister Princess Alix (Alexandra Feodorovna) was Czar Nicholas's wife.
G.D. Olga escaped to Denmark, then lived a modest life in Campbellville (Canada), then Cooksville, then Toronto. Her mother, Princess Dagmar (Maria Fyodorovna) survived son's execution by 10 years.
According to Trotsky's diary, it was Lenin and Sverdlov who ordered the execution of Czar's family. (Alexis Scherbatow, The New York Times, July 17, 1991) To this day, Russian government denies such orders were made.
Czar with his immediate family and G.D. Elizabeth with others were killed by Bolsheviks 17-18 July 1918 in Yekaterinburg's Ipatiev House and in a mining pit 18 km from Alapaevsk's Napolnaya School on the road to Siniachikha.
Update: The descendants' lawyer obtained the acknowledgment that the killings in the Ipatiev House were acts of political repression that need rehabilitation.