She was called: Grand Duchess Alexandra Alexandrovna of Russia.
Grand Duchess Alexandra Alexandrovna of Russia - Source picture: wikipedia
Her parents Tsar Alexander II of Russia and Marie of Hesse and by Rhine
were happy with her birth and nicknamed her tenderly 'Lina' or 'Sashenka'.
Even Alexandra's father wanted her company during his study.
When, on July 10th. 1849, Grand Duchess Alexandra died at the age of 6,
from infant meningitis, her parents were devastated.
Her father placed a dried flower from the funeral mass in his diary and
marked the page in black. Her mother cried if people mentioned
Grand Duchess Alexandra.
In the late 19th. century the name Alexandra was considered to be unlucky.
None of the daughters of Tsar Nicholas II (Alexandra's brother) was called
in her honor although their mother had the name Alexandra.