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By 1917 Romanovs were constitutional monarchs of the Grand Duchy of Finland, while Finns were not in love of Nikolai they did consider themselves as loyal subjects and did not in fact secede until the collapse of the imperial government

Imperial family spent several summers in Finland sailing the Gulf of Finland so what if instead of abdicating Nikolai takes an "extended holiday" in Helsinki in 1917? He was not smart enough to do it but lets hand wave that away. It was just a short train ride from St Petersburg. He might retain the support of Finnish right wing and some/most of the Russian troops stationed in Finland preventing an outright Finnish civil war next year.

So what effect would living Nikolai with governable territory make in Russian Revolution in 1918?
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