THE KATERINA TRILOGY CAST OF CHARACTERS
All of the characters in The Gathering Storm were based on real members of the Russian imperial family. Except Katerina! Xenia and George and Miechen really existed. The Duke and Duchess of Oldenburg really existed. But they only had one child, Pyotr Alexandrovich, or Petya. The duke lost a sister at a young age, so I imagined if the couple had had a daughter, they would have wanted to name her after the late Katerina of Oldenburg.
This is the family tree, circa 1888-89, when the events in The Gathering Storm take place.