Back in the l980s or early 1990s, I read a recently-published ‘roman a clef’ about the British Royal Family. Cannot remember the title or the author. The main character was “Princess Louise’ (aka “Louie”) who was clearly modeled on the real-life Princess Anne. She was widowed, lived in Kensington Palace, and had a pet parrot. In the novel, she had been born into the Russian (Romanov) Imperial Family but had married the heir to the British throne. Part of the plot may have involved a potential kidnapping. I am not sure, but there may have been a sequel (or two).
Peter Dickinson wrote humorous “alternative histories” starring Princess Louise, at least one of which included a Romanov. Titles that come to mind are ‘King and Joker’ and ‘Skeleton-in-Waiting.’