So you think Morvarid Palace is awful :) it is not what we imagien a palace sould look.....but it is a masterpice of 70's interior design......
Leila Pahlavi probably had a palace in the Niavaran palace complex or Saadabad...but I'm not sure in which.
This is drawing-plan for a new Imperial Palace for the Imperial family that never started because of the revolution:
http://www.ghiai.com/
I do not know anything about the castel i UK or the mansion in Saint Moritz or Spain.