The Danish book Zarmoder blandt Zarmordere: Kejserinde Dagmar og Danmark 1917-1928 by Bent Jensen, mentions several attempts by the Danish royal family, and the Danish government, to get a diplomatic solution to get the Czar and the rest of the Romanovs out of Russia. The book also mentions that the Danish government contacted the Germans to ask for help, and were denied twice. The Danish envoy in Russia, Harald Scavenius, according to the book, worked hard to try to get things solved.
One tack the Danish allegedly tried were to point out according to the book, was that if the Russians did not want the Dowager Czarina and her family to have Russian titles, and the titles were no longer in effect, then the title Princess of Denmark was still valid for Marie/Dagmar, and thus she [and her family] should be sent to Denmark.
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