She married, had an affair that led to divorce and remarriage to Grand Prince Pavel Alexandrovich, brother of Tsar Alexander III, not approved by the Tsar, but received the title Countess Gogonfelsen from Prince Regent Luitpold of Bavaria as a consolation prize. Tsar Nicholas II later relented and made her Princess Paley. Her Wikipedia article is here.

Princess Olga Paley, Grand duke Pavel Alexandrovich second wife and also mother of Natalia, Irina and Vladimir Paley colorized by Klimbim

Princess Olga Paley, Grand Prince Pavel Alexandrovich second wife and also mother of Natalia, Irina and Vladimir Paley

Princess Olga Valerianovna Paley, second wife of Grand Duke Paul Alexandrovich & mother of Vladimir, Irina, & Natalia

1902-1904 Olga Paley, Countess Gogonfelsen, by Pascal Adolf Jean Dagnan-Bouveret (State Hermitage Museum - St. Petersburg, Leningradskaya oblast, Russia)

ca. 1904 (estimate based on age of child) Grand Duke Paul, Olga holding baby Irina and Vladimir sitting on the steps
