I looked in my copy of *The Last Tsar * for the genealogical charts in the front of the book. Grand Duke Michael (1832-1909), son of Alexander I and Charlotte of Prussia, married Cecily of Baden (1839-1891). Her name is given in parentheses as Olga, which is undoubtedly the name she adopted when she converted to Russian Orthodoxy. Romanovs tended to marry German Protestant princesses, so you might try looking for a Romanov genealogy.
p.s. she says it was romanov (not romanoff), not sure if her spelling is wrong or not.
Nikolai Alexandrovich Kulikovsky[2] (5 November 1881 – 11 August 1958) was the second husband of Grand Duchess Olga Alexandrovna of Russia, the sister of Tsar Nicholas II and daughter of Tsar Alexander III. He was born into a military landowning family from the south of the Russian Empire, and followed the family tradition by entering the army. In 1903, he was noticed by Grand Duchess Olga during a military review, and they became close friends. Olga wanted to divorce her first husband, Duke Peter Alexandrovich of Oldenburg, and marry Kulikovsky, but neither her husband nor her brother, the Tsar, would allow it. During World War I, Olga eventually obtained a divorce and married Kulikovsky. They had two sons.
They had 2 sons during WW1 which matches "Stanley Armour Dunham" birth date of 3/23/1918. They were exiled from Russia and spent many years in Denmark and Canada. But from there "Stanleys" story doesn't seem to match up to that at all. So...need more info to tie the 2 together.