“Meet me at the back of the blue bus.” — Jim Morrison
One of the most interesting provisions of the 1918 Treaty of Brest-Litovsk was uncovered circa 1970 by researcher Peter Bessell. “It is the secret codicil in the treaty by which the Reds agreed to a German stipulation that ‘safe passage’ be granted to the Imperial Family of Russia. It is one of the most natural paragraphs in the world. The Kaiser was in a position to demand that his cousins be given their freedom.” 
Because the secret codicil was secret, the contract between Germany and Russia contained the implicit stipulation that the arrangement must remain forever kept from public knowledge. That would explain perhaps why Anna Anderson, who claimed to be the surviving Grand Duchess Anastasia Romanov, was reluctant to talk about what exactly had happened on July 17, 1918. Some say Anna’s reticence was due to severe trauma associated with the supposed Ekaterinburg “mass murder.” But Anna herself once said, “If I told what happened, they would kill me.” If Anna/Anastasia talked, the Brest-Litovsk contract would be nullified and she would be the target of Bolshevik assassins. (Background: “Here’s To You, Anna Anderson”, Ersjdamoo’s Blog entry of September 22, 2014.)
However, late in her life, Anna/Anastasia decided to tell her authorized biographer, James Blair Lovell, inside facts about her escape from the Bolsheviks.
Tsar Nicholas II was stupendously wealthy. Besides having a luxurious yacht, the Romanovs had a special train, painted imperial blue. 
In 1913, Tsar Nicholas, without his wife the Tsarina Alexandra, made a visit to Berlin for the wedding of Kaiser Wilhelm II’s daughter. Nicholas was also joined by his cousin, King George V and his wife, Queen Mary.  (The picture at the top was taken during this visit to Berlin in 1913.)
While he was in Berlin, unknown terrorists tried to assassinate Tsar Nicholas. The bomb they used had been made in Switzerland, a Bolshevik operations base at the time. The bomb plot failed when alert security threw the infernal device down a laundry chute at the hotel where the Tsar was staying. 
After this close call, the Tsar decided to have a second, identical blue train built. Body doubles, each resembling a member of the Russian imperial family, were hired. Their job was to travel on one of the blue trains so as to confuse potential assassins. 
According to what Anna/Anastasia told Lovell, it was these body doubles who were the ones who got sent to Ekaterinburg by the Bolsheviks in 1918. And it was these doubles – not the actual Romanovs – who were executed. Meanwhile, the real imperial family of Russia escaped Russia on the other blue train. 
Back in April 1891, in Otsu, Japan, the then 22-year-old Nicholas, not yet the Tsar, was the victim of an attempted assassination by one Tsuda Sanzō, a Japanese policeman. Tsuda Sanzō swung at the Tsesarevich’s face with a saber. Nicholas survived the attack, but thereafter carried a scar on his face.  Michael Gray, who was principal of Lurgan college in Northern Ireland, has pointed out that the supposed skull of Nicholas II, found decades later, has no mark resulting from the attempt on his life.  Perhaps it really was the skull of one of the body doubles which was found.
“The truth is such a fragile flower. The truth is so precious, it must be given a bodyguard of lies,” said (or wrote) Winston Churchill. Anna/Anastasia was one such fragile flower of truth. Anastasia had been the rebellious one of her family, and it was she, disguised as “Anna Anderson”, who constantly pushed the envelope of danger, treading terrifyingly close to nullifying the Treaty of Brest-Litovsk and thereby putting her life in peril of Red assassins. One of the “bodyguard of lies” for Anna/Anastasia seems to have been this story about escape on the blue train. I don’t believe it, and James Blair Lovell also doubted it.
——- Sources ——-
 The Rescue of the Romanovs, by Guy Richards. Devin-Adair, 1975
 Anastasia, by James Blair Lovell. New York: St. Martin’s Press, 1991
 “How the Tsar Escaped”, Ersjdamoo’s Blog entry of August 22, 2014.
 “Did Tsar Nicholas II of Russia escape to England?”, http://aangirfan.blogspot.com/2009/07/did-tsar-nicholas-ii-of-russia-escape.html