When the First World War broke out , she set up a military hospital in Pavlovsk Palace , which belonged to her brother .
On the assassination of her husband in 1913 , Olga returned to Russia .
When the First World War broke out , Olga set up a military hospital in Pavlovsk Palace , which belonged to Olga 's brother .
On the assassination of her husband in 1913 , Olga returned to Russia .