Tihon and Gury, her sons, were officers in the Danish Army. Fearing a national uprising, the Germans locked up the Royal Army in special camps where the conditions, naturally, were not as strict or as brutal as in concentration camps. However, the prisoners were obviously not free and lived under constant threat of having their existence worsened. Concern for their well-being could not help but weigh heavily on their mother's heart.
On May 5, 1945, German forces surrendered to the Allies in the Netherlands, Denmark and Northern Germany. The fate of the Russian exiles did not improve, however. The hunt began from the other end. Once again, the Grand Duchess did everything in her power to help the unfortunate. Upon receiving a letter from General Peter Krasnov, a Cossack ataman, whom the Grand Duchess knew personally, she went to see Prince Axel of Denmark, her cousin, the most prominent and sensible of the entire Royal Family. He promised to help as much as he could those who found themselves between the two lines of fire. However, the fate of the Cossacks and other Russians who had been handed over to the Soviets had already been decided for quite some time. The fugitives who showed up at the Grand Duchess's house individually were hidden there. They were then escorted by a police officer acquaintance who put them on Danish ships bound for South America.
These acts of mercy were the reason why the Grand Duchess and her family had to move across the Atlantic. The Soviet Union presented a note to the Danish government, accusing her and a Danish Catholic bishop of being the main conspirators who were helping 'enemies of the people' flee from 'just revenge'. In light of the precarious situation in which Denmark found itself, with the presence of Soviet troops a few kilometres from the Danish border, as well as Soviet agents roaming across the country abducting all those who did not want to return to the Soviet Union, it became obvious that it was time to leave the country. The family of Grand Duchess Olga left for Canada where she acquired a farm.
Being a deeply religious person, the Grand Duchess perceived the beauty of nature as being divinely inspired creation. Prayer and attending church provided her with the strength not only to overcome the new difficulties befallen her, but also to continue with her drawing. These feelings of gratefulness to God pervaded not only the icons created by the Grand Duchess, but also her portraits and still life paintings.
After arriving in Canada in 1948 and purchasing a small farm outside Campbellville, not far from Toronto, the Grand Duchess set about fixing up her house, decorating it with her own pictures and works of art. It took on a cosy, family atmosphere right away. Olga confided news about her daily activities to Alexandra Mikhailovna Iskra, her lifelong friend still living in Demark: "...Yesterday, my children and grandchildren came to visit us. They stayed over Saturday night, went for a walk, had a few meals, helped me sort out two trunks on the verandah. We found my newest cups with the blue anemones (but the saucers were missing).
I hung my own art work along the upper staircase. They look so good, all these pictures from Papa's study. It's more difficult to hang the big pictures because there aren't enough walls or watt studs. There aren't very many windows and doors and since we don't have any furniture yet and I don't know what we will get and how it will be arranged, I don't want to hang the pictures for nothing and ruin the walls with holes.
I drew quite a bit for two whole days, but I don't draw very well here. 1 don't have my own space and I don't draw outdoors any better!"
It took time for the family to settle in properly, to gather its strength after its eventful journey from Europe and to establish the conditions favourable to creative work. They celebrated Christmas in Canada, listening with hearts heavy from their recent physical and psychological losses to special messages broadcast by radio from various countries. A few days later, from Denmark, Sweden, Belgium, Great Britain and France, songs from church choirs resounded and bells pealed to usher in the New Year of 1949. The quality of these programmes was excellent, but thousands of kilometres and several time zones separated the family members from Denmark and Europe, so dear to their hearts.
The Grand Duchess spent a wonderful New Year's morning painting an oil of a forest landscape she had outlined in the autumn and finished another larger picture she had also sketched in the autumn.
Severe Canadian winters have something in common with Russian winters and the distance of the farm from the city created additional difficulties for attending church. It sometimes happened that they could not go to the city because of snowstorms.
"It's really cold here in Canada and everyone around us gets stuck in the snow. It's sometimes possible to go along the highway, but not always. For example, we were planning to go to church for Meeting of the Lord, hut unfortunately for the second year in a row on that day we could not manage to get out the door. It's about twenty degrees below zero and for three days already, the wind has been blowing just like in Russia," the Grand Duchess stated bitterly.
"Today is Wednesday. Once again we were planning to go to church, but once again so much snow has fallen here, and mainly in Toronto itself, that they called us from the city to warn us that the roads were impassible. We are having a spell of unbelievable bad luck. I went for a walk in the deep snow. 1 don't know how we'll get out tomorrow, but we'll try. I'm not drawing very much right now, but Td like to and that's good".