Alexandra's father was Alexander Duff, 1st Duke of Fife.Having succeeded his father as the 6th Earl Fife, he was elevated to Duke of Fife and Marquess of Macduff in the Peerage of the United Kingdom on his marriage in 1889 to Princess Louise of Wales, the eldest daughter of the future Edward VII.
Princess Ileana of Romania, also known as Mother Alexandra (23 December 1908 – 21 January 1991), was the youngest daughter of King Ferdinand I of Romania and his consort, Queen Marie of Romania. She was a great-granddaughter of Queen Victoria of the United Kingdom , Emperor Alexander II of Russia , King Ferdinand II and Queen Maria II of Portugal .
Princess Margarita of Baden (Margarete Alice Thyra Viktoria Marie Louise Scholastica; 14 July 1932 – 15 January 2013) was the only daughter of Berthold, Margrave of Baden, and Princess Theodora of Greece and Denmark. She was the cousin of King Charles III and niece of Prince Philip, Duke of Edinburgh (through his sister).
Princess Marie Sophie Frederikke Dagmar was born on 26 November 1847 at her parents' residence in the Yellow Mansion, an 18th-century town house at 18 Amaliegade, which is located immediately adjacent to the Amalienborg Palace complex, the principal residence of the Danish royal family in the district of Frederiksstaden in central Copenhagen.
They usually stayed at Pavlovsk Palace with Princess Maria's maternal grandmother, Grand Duchess Alexandra Iosifovna. While in Russia, in summer 1894, for the wedding of her cousin Grand Duchess Xenia to Grand Duke Alexander Mikhailovich , Princess Maria became smitten with the groom's brother, Grand Duke George Mikhailovich of Russia , who was her mother's first cousin. 
Princess Marie Alexandra of Baden (1 August 1902 – 29 January 1944). Married Prince Wolfgang Moritz of Hesse-Kassel, a son of Prince Frederick Charles of Hesse-Kassel and Princess Margaret of Prussia. Marie Alexandra was killed in a bombing of Frankfurt by the Allies of World War II. Berthold, Margrave of Baden (24
Princess Hilda Charlotte Wilhelmine of Nassau (5 November 1864 – 8 February 1952) was Grand Duchess of Baden from 28 September 1907 to 22 November 1918 as the consort of Grand Duke Frederick II. Hilda and Frederick were the last grand ducal couple of Baden before the German Revolution of 1918 .