Plans had been made before the birth of Alexei to alter the line of succession and even plans to alter it to male preferred like in the UK. It was Alexandra who stopped those plans as her darling Alexei could not be replaced by his sister Olga because she simply did not want to consider him dying before his father and without male heirs. Had she had only daughters she would have easily preferred an Empress Olga over her brother-in-law Michael or cousins Cyril and Victoria as future monarchs.
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I'm not sure if she would have become heiress to the throne, even if she never got a brother. The Fundamental Laws made it clear that no female could inherit unless there were no eligible male heirs in the male line. Even as an autocrat, Czar Nicholas II would have had a tall order to face, to change the succession law ...