Here are two extracts from "Queen Victoria's Descendants" by Marlene A Eilers, Rosvall Royal Books 1997
Grand Duchess Marie of Russia, Duchess of Edinburgh, Duchess of Saxe-Coburg and Gotha
Accustomed to being the centre of the stage as the Tsar's only daughter, on her marriage to Victoria's second son, Marie found that she was expected to yield precedence not only to the Princess of Wales, but also to the Queen's five daughters. Outraged, the young Duchess of Edinburgh demanded precedence immediately after the Queen herself as the daughter of an Emperor. The Queen indignantly refused, and although following a visit to England by the Tsar, the matter was resolved, Marie never really adjusted to life in England.
Prince Alfred of Edinburgh (Young Alfred)
Young Alfred was only 24 when he died, and little has been written about him. Separated from his sisters, he was a lonely young man with a father frequently absent, and a mother who was hard to please and unable to show her feelings. The most significant event in the manner of his short life was his death, across which a veil of reticence has been drawn. In her memoirs, his sister Marie [Queen of Romania] simply relates that his health broke down; other writers have attributed his death to consumption [tuberculosis]. The Times announced that Prince Alfred's death was due to a tumor, but it seems clear that...he shot himself.
Unfortunately, he could not have chosen a more awkward moment for his tragic action, as it occurred in the midst of his parents' silver wedding anniversary celebrations. Though severly wounded, he survived. Angry at so embarrassing an incident occurring when all the family were present, Duchess Marie, against the wishes of the doctors, insisted on having her son moved to Meran, where it was hoped he would recuperate. But the journey proved too much, and young Alfred died alone save for the presence of a doctor and his manservant.