Olga and her husband refused to leave Russia, and decided to move to the Caucasus, which the White Army had cleared of revolutionary Bolsheviks. An imperial bodyguard, Timofei Yatchik, guided them to his hometown, the large Cossack village of Novominskaya. In a rented five-room farmhouse there, Olga gave birth to her second son, Guri Nikolaevich, on 23 April 1919. He was named after a friend of hers, Guri Panayev, who was killed while serving in the Akhtyrsky Regiment during World War I. In November 1919, the family set out on what would be their last journey through Russia. Just ahead of revolutionary troops, they escaped to Novorossiysk, and took refuge in the residence of the Danish consul, Thomas Schytte, who informed them of the Dowager Empress's safe arrival in Denmark. After a brief stay with the consul, the family was shipped to a refugee camp on the island of Büyükada in the Dardanelles Strait near Istanbul, Turkey, where Olga, her husband and children shared three rooms with eleven other adults. After two weeks, they were evacuated to Belgrade in the Kingdom of Serbs, Croats and Slovenes where she was visited by Prince Regent Alexander. Alexander offered the Grand Duchess and her family a permanent home, but Olga was summoned to Denmark by her mother. On Good Friday 1920, Olga and her family arrived in Copenhagen. They lived with the Dowager Empress, at first at the Amalienborg Palace and then at the royal estate of Hvidøre, where Olga acted as her mother's secretary and companion. It was a difficult arrangement at times. The Dowager Empress insisted on having Olga at her beck and call and found Olga's young sons too boisterous. Having never reconciled with the idea of her daughter's marriage to a commoner, she was cold towards Kulikovsky, rarely allowing him in her presence. At formal functions, Olga was expected to accompany her mother alone.