Conversely, women who "marry lower" will retain their qualifying rank after marriage. This obviously did not characterize Alexandra. My question is whether she dropped the Royal Highness altogether -- or perhaps was doubly styled, as both Imperial AND Royal Highness? If so, I would imagine that the Imperial came first, and Royal second, since the former was clearly higher than the lower.
The reason for my asking is that Royal is a very high qualifying rank -- how even some reigning monarchs were styled, because they were not kings or emperors. Consider, for instance, sovereign grand dukes (e.g. Luxembourg, Baden).
Perhaps she was "Her Imperial and Royal Highness The Grand Duchess Paul of Russia, née Princess Alexandra of Greece and Denmark" ... Correct?