Grand Duke Sergei was asassinated on service to the Kremlin by Socialist-Revolutionary, Ivan Kalyayev on February 18, 1905.
In 1884, Sergei married Elizabeth of Hesse and by Rhine, (Yelisaveta Fyodorovna) (the daughter of Ludwig IV of Hesse and by Rhine and Princess Alice of the UK, she was the older sister to both Ernst Ludwig of Hesse and by Rhine, and also, Alexandra of Hesse, Empress Consort of Tsar Nicholas II).
I don't know whether he was put in a mine shaft, but he was shot in the asassination.
Grand Duchess Elizabeth became a nun and gave away her jewellery and sold her most luxurious possessions. With the proceeds she opened the Martha and Mary home in Moscow and for many years helped the poor and the orphans in Moscow to foster the prayer and charity of devout women . Here there arose a new vision of a diaconate for women, one that combined intercession and action in the heart of a disordered world. In April 1909 Elizabeth and seventeen women were dedicated as Sisters of Love and Mercy. Their work flourished: soon they opened a hospital and a variety of other philanthropic ventures arose.
In 1918 the Communist government exiled exiled her to Yekaterinburg and then to Alapaevsk, where she was killed by the local Bolsheviks on July 18, 1918, along with Grand Duke Sergei Mikhailovich Romanov, the Princes Ioann Konstantinovich, Konstatin Konstantinovich, Igor Konstantinovich and Vladimir Pavlovich Paley, Grand Duke Sergei's secretary, Fyodor Remez and Varvara Yakovlevna, a sister from the Grand Duchess Elizabeth's convent.
She was canonised by the Russian Orthodox Church in 2001. Her principal shrine is the
Marfo-Mariinsky Convent she founded in Moscow.