Princess Maria of Romania (1870–1874) survives
Wasn't Romania Catholic? I'm always confused by where exactly it slots in, since I'd imagine if they were Orthodox they would've asked for a Protestant prince, but all the foreign candidates vetted seem to be Catholics (Amadeo of Savoy, Karl of Hohenzollern-Sigmaringen, Philippe, comte de Flandres, etc). And a Catholic girl marrying an Orthodox emperor would be awkward at best (as seen in the Hélène d'Orléans-Nikolai II matter).
I doubt that Nicholas would marry someone from a small Eastern European state royal family. Royal and imperial marriages were not a matter of common religious faith, rather, like always, of political diplomacy, and Romania had little to offer. At most, she would marry to future King Constantine of Greece.
No. It is Eastern Orthodox.
The religion didn't matter. The young Romanian state simply wanted a foreign prince to rule it, thinking that he would give the country a better foreign status and would put an end to the vicious internal strife between the boyars.
Well OTL he married against the opinion of everyone the princess of a small German state (with big English ties sure but still...) and his parents proposed to him almost every other princess so we can not exclude a wedding (plus his grandfather married for love a girl who was barely suitable as almost everyone thinked she and at least another sibling were illegitimate children recognized as his by their mother’s husband just because they had older legitimate sibling and he do not wanted a full blown scandal) so Russian’s wedding standards were not always so high...
More important is that if Queen Elizabeth wouldn't have had to see her child daughter die she wouldn't have been psychologically affected and maybe she could have bore King Carol a son, which would drastically alter the history of Romania.
The children of the ruling house had to baptised Orthodox in Romania.
However Victor Emanuel III married Hellen of Montenegro, who was also Orthodox but converted to Catholicism for the marriage, so that wouldn't be an obstacle.
What would the effect be of Victor Emanuel III marring Mary?
I'm not so sure. This is the late 19th century, not the late 17th, and there's only so many royal families around; OTL he of course married someone of an even less prestigious. It's hardly a sure thing, but not implausible either.
Taking into account the secret military alliance of Romania with Austria-Hungary, Germany and Italy, Mary is more likely to marry Victor Emmanuel or Franz Ferdinand. The latter could be seen as a way of easing the oppression of Transylvanian Romanians by Hungarians. It would be cool for Franz Joseph to be succeded by a half-Romanian emperor.
Just wondering how Romania would react if FF is still assassinated with his wife like in OTL. Probably there would be CP Romania.