According to the guards at the Ipatiev House, they did their utmost to keep the family calm during the days leading to their execution. However, I believe that even before leaving Tobolsk, the family had a sense of impending doom.
There are several particularly telling occurrences which indicate a deep sense of foreboding and hopelessness among the Imperial family during their last days in the Ipatiev House.
On June 30/ July 13, Nicholas wrote a final entry in his diary. This was a man who was meticulous in his habits. He had kept a daily diary since he was fourteen years old, that is, for thirty-six years. The fact that he suddenly stopped suggests that he believed that the life he was living was hopeless. Nicholas’ only remaining hope was that if he was cooperative, his family would be spared the same fate.
Grand Duchess Olga was particularly close to her father. She suffered for him during the days after his abdication and the continued humiliations which he was subjected to in captivity. As a very perceptive and sensitive young woman, events took a much more serious toll on Olga than on her sisters. She became sickly, emaciated, and extremely solemn. While her sisters continued to hold out hope for a rescue, Olga turned increasingly to religion and spent more time with her mother and sick brother. Baroness Buxhoeveden, who accompanied Olga, Tatiana, Anastasia and Alexei to Ekaterinburg was shocked by the changes in Olga. Where previously she had been vibrant and cheerful, now Olga looked as if she had aged twenty-years in a few months. According to the guards, Olga deteriorated even further during the 78 days in Ekaterinburg. While they liked the younger three Grand Duchesses, they described Olga as stuck-up and severe like her mother. By the end she was only skin and bones. I think it is clear that Olga was under a great deal of stress and was extremely anxious and depressed. Like her father, she sensed that something ominous was coming, but the uncertainty of what and when was very hard on her.
Even Alexei was afraid of what might happen to them in captivity. Before his mother left for Ekaterinburg, he sobbed to her “Mama, I am not afraid to die, but I am afraid of what they will do to us here.”
Perhaps most significant is the testimony of the priest and deacon who were allowed to enter the Ipatiev House twice to say mass. The first time, the family seemed cheerful and enthusiastically participated in the service. The Tsar and Grand Duchesses sang the responses. They were particularly disturbed by how frail and ill Alexei looked. The second time, things were different. The altar was set up as before, and Alexei looked much better, but the Tsar and his daughters looked completely exhausted, like their spirits had been broken. They did not sing the responses this time, and when the priest sang the requiem for the dead, they fell to their knees. One of the Grand Duchesses (probably Olga) stifled a sob. After mass, the Grand Duchesses, all with tears in their eyes whispered a thank you to the priest and deacon as they filed out of the room.
This was forty-eight hours before the assassination. As they walked back to the cathedral, the deacon said to the priest “Something terrible has happened to them in there.”