Pierre Gilliard remembered his last sight of the children : `` The sailor Nagorny , who attended to Alexei Nikolaevitch , passed my window carrying the sick boy in his arms , behind him came the Grand Duchesses loaded with valises and small personal belongings . Pierre Gilliard recalled his last sight of the children at Yekaterinburg : `` The sailor Nagorny , who attended to Alexei Nikolaevitch , passed my window carrying the sick boy in his arms , behind him came the Grand Duchesses loaded with valises and small personal belongings .