Nicholas II could have married his first cousin Princess
Marie of Edinburgh( OTL Queen Marie of Romania). She was half Russian, her mother being Grand Duchess Maria Alexandrovna. Her father was Prince Alfred, son of Queen Victoria. Both Nicholas II and Marie were grandchildren of Tsar Alexander II.
Princess Marie was quite a catch and would have been an outstanding choice for Nicholas II.
In OTL, when Prince Victor Albert, AKA "Eddy", died, his brother Prince George (later King George V) became heir to the British throne. He always had a crush on Princess Marie and during the aftermath of Prince Victor’s death, Queen Victoria and others in the British royal family were very keen on Prince George and Princess Marie marrying. The marriage never happened because Princess Marie’s mother did not want her to live in England. The mother, Grand Duchess Maria Alexandrovna, AKA the Duchess of Edinburgh, cited the Orthodox church law against first cousins marrying.
A biography of the later Queen Marie of Romania, "The Last Romantic" by Hannah Pakula, sums up this royal episode..
This "No First Cousin Marriages" was only a ruse by the Grand Duchess because she raised no objections when her younger daughter, Princess Victoria Melita later married her first cousin Grand Duke Ernst Ludwig of Hesse. And when Victoria Melita divorced Ernst Ludwig and married a second time to another first cousin, Grand Duke Kirill of Russia. Grand Duchess Maria Alexandrovna was perfectly happy with both choices.
The time frame for a marriage between Nicholas II and Princess Marie would fit too. Alix marries Victor Albert on February 27, 1892 (the OTL date when Victor Albert was to have married Princess Mary of Teck) which breaks Nicholas’s heart. It was not until June 1892 OTL that Princess Marie became engaged to Crown Prince Ferdinand of Romania whom she married on January 10, 1893. Nicholas II would have had at least a 4-month window of opportunity to pursue Princess Marie.
And I think Princess Marie’s mother would much rather wanted her daughter to become Tsarina of her native Russia instead of Queen of Romania. In OTL Marie was an outstanding Queen of Romania. In an ATL like this, she would have been an incredible Tsarina of Russia.