Nicholas (Tsar Nicholas II, nephew of Queen Alexandra of England), Alexandra (Alix of Hess, daughter of Princess Alice of Hess and grand-daughter to Victoria), Princess Victoria Melita (daughter of Prince Alfred, Victoria's grand-daughter, born at San Anton Palace, in Malta) and Ernest Louis. Alix and Victoria Melita were first cousins.
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Nicolas II, Tsar of Russia, and Alexandra (Alix of Hesse), his wife. Alexandra was the grand-daughter of Queen Victoria.