WI: Russian Royal Family Escapes Russia

Lets say before the family is killed, lets say that they escape Russia to a safe haven country that agrees to keep them (with the idea of restoring the tsar or an heir when the time is right).

What exactly happens, I mean if Stalin comes into power I'm guessing he will be hunting them down.
 
If butterflied into power, a restored Imperial Germany could easily put the manpower of Soviet Union on their side by promising restoration. They might also be more acceptable to compromise with the British. If proceeding like OTL, a Nazi Germany in this world will have the opportunity to do the same and squander it thanks to "the only good Russian is a dead Russian" policy.
 
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