Sophus said:
Nicholas I and his wife Alexandra of Prussia had among 4 sons Alexander II and Nicholas. Alexander II is grandfather to Nicholas II and Xenia, while Nicholas is grandfather to Nicholas and Dimitri. Nicholas and Dimitri's mother was a princess of Montenegro; she was daughter of King Nicholas I of Montenegro.
So no - they are not descendants of Xenia.
Nicholas and Dimitri's *Grandmother* (not mother) was Princess Militza of Montenegro. Her sister, Anastasia, was married to her husband's older brother. So they were two sisters who married two brothers.
Together, these two sisters were known as the "Black Plague" for their dark colouring and their interest in the Occult. They are notorious for introducing rather questionable individuals to the Russian court, including Rasputin. They were the only two who would Kowtow to Alexandra Feodorovna, and thus were popular with her (although they lost favour later).
They were married to the most junior of Grand Dukes. Militza was the wife of a younger son of a younger so of an Emperor. I guess she was kind of like the equivalent to Princess Michael of Kent.
Militza and Grand Duke Peter had a son, Prince Roman Petrovich. He married unequally. Nicholas and Dimitri are his sons (and they ,too, have married unequally).
Furthermore, there was no such title as 'Prince X Romanov' during the Russian Empire. And thus Dimitri and his brother are not Princes Romanov. And they are most certainly not the head of the family or the Imperial House, as there are other, more senior lines. Moreover, they don't meet the qualifications stipulated in the house laws for headship. Here is a simple geneology:
Nicholas I > Alexander II >Alexander III> Nicholas II
Nicholas > Alexander II> Grand Duke Vladimir> Grand Duke Cyril> Grand Duke Vladimir> Grand Duchess Maria Vladimirovna
Nicholas I > Alexander II > Grand Duke Paul Alexandrovich > Grand Duke Dimitri Pavlovich> Prince Paul Illyinski >Prince Dimitri Ilyinski
Nicholas I> Grand Duke Nicholas Nichaelovich m. Alexandra Petrovna > Peter Nichaelovich > Prince Roman Petrovich> Nicholas and Dimitri Romanov
There are other more senior lines, too. But you get the point.
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