People seem to forget that for Alexei, as a hemophiliac, it would have been much harder to survive the shooting. Even if he had been wounded, he probably would have suffered an attack and died. And he was, obviously, heir to the Russian throne. Even in a remote place like Ekaterinburg, people would have recognized him, and especially because the family was in the town, people would definately recognize him. From what I've heard, the people in and around the town were very sympathetic to the family, and they must have known the risks in caring and keeping the heir to the Russian throne hidden in their homes.
Sadly, I don't think any of the family survived. The murders of the children was a very unnecessary crime, but I understand the risks to Lenin's regime, keeping at least the Tsar, Tsaritsa, their son and the Grand Duke Michael alive for monarchists to rally around. I just can't understand how he missed Grand Duke Kyril and his son, who would be, I guess, the next heirs. They were only in Finland...