According to Maurice Paléologue's diary, in December 1916 several Russian Grand Dukes were planning to carry out a palace coup, arrest Nicholas II with his wife, and declare Grand Duke Nicholas Nikolaevich regent for the minor Alexei. Grand Dukes Kirill and Andrei tried to persuade Grand Duke Dmitri Pavlovich to lead the Guards, as they believed that the soldiers would follow him as a participant in the murder of Rasputin.
After a long mental conflict, Dmitri Pavlovich declined this offer, but let us imagine that he not only agreed, but seized power for himself personally. He probably would have married Nicholas II's daughter Olga, rumors of their wedding had been circulating since 1912, but what would have happened afterwards? Their son would probably have inherited hemophilia and would not have lived long, and Kirill's ancestors would hardly have been happy to be pushed aside in the line of succession...
Yeah, yeah, just an excuse for another analogue list, you guessed it.