Neutral Denmark was invaded by Nazi Germany on 9 April 1940, and was occupied for the remainder of World War II. Food shortages, communication restrictions, and transport closures followed. As Olga's sons, Tikhon and Guri, served as officers in the Danish Army, they were interned as prisoners of war, but their imprisonment in a Copenhagen hotel lasted less than two months. Tikhon was imprisoned for a further month in 1943 after being arrested on charges of espionage. Other Russian émigrés, keen to fight against the Soviets, enlisted in the German forces. Despite her sons' internment and her mother's Danish origins, Olga was implicated in her compatriots' collusion with German forces, as she continued to meet and extend help to Russian émigrés fighting against communism. On 4 May 1945, German forces in Denmark surrendered to the British. When economic and social conditions for Russian exiles failed to improve, General Pyotr Krasnov wrote to the Grand Duchess, detailing the wretched conditions affecting Russian immigrants in Denmark. She in turn asked Prince Axel of Denmark to help them, but her request was refused.