Victoria Melita, nicknamed "Ducky" by her family, was the second of Grand Princess Maria Alexandrovna's and Prince Alfred's four daughters. Her father was serving with the Royal Navy in Malta when she was born so her second name honors Malta. She was forced to marry her father's sister Alice's son Ernest in 1894. The marriage was punctuated by violent arguments and failed. Ducky ended the marriage when Queen Victoria, the marriage's foremost champion died. She had fallen for Grand Duke Kirill, to the chagrin of Ernest's sister, Tsaritsa Alexandra, and Kirill was sent packing to the east. The couple were exiled from Russia when they married in 1905, but they had to be let back in when Kirill moved up in line of possible successors to the throne. Kirill openly supported the first revolution, but Ducky and he were ejected. Ducky asked George V for military help from England to overthrow the Bolsheviks, help that came too little and too late. She supported the Nazi" party in 1922, before Hitler's evil was identifiable. Ducky and Kirill spent the rest of their lives in France. She was born a Princess of Edinburgh, then Coburg, became Grand Duchess of Hesse, and then Grand Princess of Russia in the cozy upper-class world before World War I. She was on the other side of the Maginot Line watching Hitler lead Europe to war when she died in France in 1936.
Her Wikipedia article is here.