Daru, but they would only attend private mass with the priest who had christened Natalia. Life in Russia In January 1912, Tsar Nicholas II forgave his only living uncle for marrying morganatically, and Grand Duke Paul returned to Russia on the occasion of the tercentenary of the Romanov family. He was followed later by his wife and their three children. In May 1914, the family settled in Tsarskoe Selo in a luxurious palace filled with antiques and objects of art. In Russia, Natalia became close to her maternal grandmother, her half-sisters, and half-brothers. Three months after they had settled into their new life, World War I began. During the war, the German title of Count/Countess von Hohenfelsen was deemed inappropriate due to anti German sentiment, so in August 1915, Nicholas II created the title of Prince/Princess Paley. This was the name by which Natalia, her full siblings, and their mother would be known from then on. The same month, Natalia's brother, Prince Vladimir Paley, joined a regiment. Though he was in poor health, Natalia's father, Grand Duke Paul, ignoring his doctor's advice, left to take command of a Guards regiment in 1916. At the fall of the Russian monarchy in March 1917, instead of leaving the country, Grand Duke Paul and his wife, not seeing the dangers ahead, decided to stay in their luxurious estate amid the upheaval. As Tsar Nicholas II and his family were sent to internal exile in Siberia, Natalia and her family remained in their palace under increasingly deteriorating conditions after the Bolsheviks rise to power in October 1917. By early January 1918, they could no longer afford to heat their large Tsarkoe Selo palace, and they were forced to move to an English dacha at Tsarkoe Selo that belonged to Grand Duke Boris Vladimirovich. Their former home was expropriated and turned into a museum, while Lenin himself rode in their car. In March 1918, the revolution tightened its grip. All male members of the Romanov family, including Natalia's brother Vladimir, were ordered to register at Cheka headquarters, and shortly after they were sent away into internal Russian exile. They never saw Vladimir again. He was executed by the Bolsheviks, along with several other Romanovs relatives, on 18 July 1918, one day after the murder of Tsar Nicholas II and his immediate family at Yekaterinburg. Grand Duke Paul, who was too ill to travel, initially escaped